Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1784018.0891 | 1543012.7854 | 241005.3037 | 36269228.9637 | 16495611.2367 | 19773617.7269 |
Total P&L (%) | 1784.0181 | 1543.0128 | 241.0053 | 36269.229 | 16495.6112 | 19773.6177 |
Avg Daily Profit (%) | 0.7508 | 0.6494 | 0.1014 | 0.2485 | 0.2154 | 0.223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84367 | -75614 | -35573 | -68857728 | -60714909 | -25123268 |
Profit Factor | 5.4266 | 7.4571 | 2.469 | 1.1801 | 1.1431 | 1.2297 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 36.8421 | 34.4828 | 39.2857 | 36.8421 | 34.4828 | 39.2857 |
Ratio Avg Win / Avg Loss | 9.3027 | 14.1685 | 3.8158 | 2.023 | 2.1718 | 1.9004 |
Largest Winning Trade | 938891 | 938891 | 63929 | 37468675 | 37468675 | 29556689 |
Largest Losing Trade | -42091 | -42091 | -19424 | -23651226 | -23651226 | -14734623 |
Avg Bars in Trades | 76 | 88 | 64 | 76 | 88 | 64 |
Avg Bars in Winners | 143 | 137 | 149 | 143 | 137 | 149 |
Avg Bars in Losers | 37 | 62 | 8 | 37 | 62 | 8 |
Bars Traded | 4353 | 2559 | 1794 | 4353 | 2559 | 1794 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164040 | 515434 | -78078 | -197750 | -59957 | -16222 |
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{ "first_band": { "type": "dema", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 11, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 11, "offset": 0, "poles": 3 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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