Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220216.8469 | 166226.6873 | 53990.1596 | 314654.575 | 266039.452 | 48615.123 |
Total P&L (%) | 220.2168 | 166.2267 | 53.9902 | 314.6546 | 266.0395 | 48.6151 |
Avg Daily Profit (%) | 0.2114 | 0.1596 | 0.0518 | 0.1366 | 0.1246 | 0.038 |
Buy And Hold Return (%) | 57.377 | 57.377 | 57.377 | 57.377 | 57.377 | 57.377 |
Max Trade Drawdown | -54572 | -31730 | -55906 | -184528 | -158441 | -128891 |
Profit Factor | 1.7501 | 2.6706 | 1.2782 | 1.4658 | 2.03 | 1.1165 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 77.5862 | 77.5862 | 77.5862 | 77.5862 | 77.5862 | 77.5862 |
Ratio Avg Win / Avg Loss | 0.5056 | 0.7715 | 0.3693 | 0.4234 | 0.5865 | 0.3225 |
Largest Winning Trade | 35158 | 35158 | 28616 | 101448 | 101448 | 64200 |
Largest Losing Trade | -54572 | -31730 | -54572 | -158441 | -158441 | -125390 |
Avg Bars in Trades | 208 | 208 | 209 | 208 | 208 | 209 |
Avg Bars in Winners | 135 | 138 | 132 | 135 | 138 | 132 |
Avg Bars in Losers | 464 | 452 | 475 | 464 | 452 | 475 |
Bars Traded | 24240 | 12100 | 12140 | 24240 | 12100 | 12140 |
Profit Streak | 66.5271 | 117.0271 | 66.5271 | 66.5271 | 117.0271 | 66.5271 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419078 | -168666 | -466289 | -6463 | -202245 | -577003 |
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{ "first_band": { "type": "dema", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 234, "offset": 0 } } }
# | 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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