Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 977820.6758 | 947635.8303 | 30184.8454 | 505831.8327 | 207035.4614 | 298796.3713 |
Total P&L (%) | 977.8207 | 947.6358 | 30.1848 | 505.8318 | 207.0355 | 298.7964 |
Avg Daily Profit (%) | 0.4695 | 0.455 | 0.0145 | 0.0865 | 0.0539 | 0.0664 |
Buy And Hold Return (%) | 89.8608 | 89.8608 | 89.8608 | 89.8608 | 89.8608 | 89.8608 |
Max Trade Drawdown | -216495 | -151473 | -234486 | -6117429 | -4708723 | -2041424 |
Profit Factor | 1.7202 | 2.3998 | 1.0443 | 1.032 | 1.0229 | 1.0441 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 171 | 88 | 83 | 171 | 88 | 83 |
Profitability (%) | 33.2031 | 31.25 | 35.1563 | 33.2031 | 31.25 | 35.1563 |
Ratio Avg Win / Avg Loss | 3.4606 | 5.2795 | 1.9262 | 2.0761 | 2.2503 | 1.9259 |
Largest Winning Trade | 562980 | 562980 | 56518 | 3631162 | 3631162 | 826441 |
Largest Losing Trade | -31712 | -20466 | -31712 | -1051022 | -1051022 | -716637 |
Avg Bars in Trades | 96 | 91 | 102 | 96 | 91 | 102 |
Avg Bars in Winners | 189 | 187 | 191 | 189 | 187 | 191 |
Avg Bars in Losers | 50 | 47 | 54 | 50 | 47 | 54 |
Bars Traded | 24811 | 11682 | 13129 | 24811 | 11682 | 13129 |
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 | 302722 | 262195 | -515888 | -267352 | -327585 | -283880 |
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{ "first_band": { "type": "sma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 69, "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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