Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65656.6578 | 36473.8937 | 29182.7641 | 64041.5621 | 43409.3976 | 20632.1645 |
Total P&L (%) | 65.6567 | 36.4739 | 29.1828 | 64.0416 | 43.4094 | 20.6322 |
Avg Daily Profit (%) | 0.4727 | 0.2626 | 0.2101 | 0.3569 | 0.2599 | 0.1351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22174 | -28825 | -19665 | -33751 | -39943 | -36855 |
Profit Factor | 1.3737 | 1.4239 | 1.3255 | 1.2575 | 1.368 | 1.1578 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 67.2566 | 66.6667 | 67.8571 | 67.2566 | 66.6667 | 67.8571 |
Ratio Avg Win / Avg Loss | 0.6688 | 0.712 | 0.6279 | 0.6122 | 0.684 | 0.5484 |
Largest Winning Trade | 12886 | 9911 | 12886 | 12173 | 12173 | 10829 |
Largest Losing Trade | -18062 | -16929 | -18062 | -33751 | -23073 | -33751 |
Avg Bars in Trades | 114 | 117 | 112 | 114 | 117 | 112 |
Avg Bars in Winners | 77 | 89 | 65 | 77 | 89 | 65 |
Avg Bars in Losers | 191 | 172 | 212 | 191 | 172 | 212 |
Bars Traded | 12989 | 6693 | 6296 | 12989 | 6693 | 6296 |
Profit Streak | 0 | 0 | 142.2681 | 0 | 0 | 142.2681 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334274 | -174881 | -175011 | 269231 | -174629 | -245826 |
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{ "first_band": { "type": "dema", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 218, "offset": 0, "poles": 3 } } }
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# | 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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