Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 944468.9009 | 848145.3544 | 96323.5465 | 473208.8504 | 58169.1524 | 415039.698 |
Total P&L (%) | 944.4689 | 848.1454 | 96.3235 | 473.2089 | 58.1692 | 415.0397 |
Avg Daily Profit (%) | 0.4077 | 0.3661 | 0.0416 | 0.0754 | 0.0198 | 0.0708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111251 | -138841 | -176671 | -1415041 | -1338220 | -407748 |
Profit Factor | 1.714 | 2.1554 | 1.1636 | 1.1154 | 1.0216 | 1.295 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 140 | 74 | 66 | 140 | 74 | 66 |
Profitability (%) | 37.5 | 33.9286 | 41.0714 | 37.5 | 33.9286 | 41.0714 |
Ratio Avg Win / Avg Loss | 2.8566 | 4.1973 | 1.6695 | 1.8591 | 1.9894 | 1.858 |
Largest Winning Trade | 440489 | 440489 | 57293 | 1172839 | 1172839 | 200060 |
Largest Losing Trade | -41898 | -41898 | -25833 | -312145 | -312145 | -220253 |
Avg Bars in Trades | 60 | 69 | 52 | 60 | 69 | 52 |
Avg Bars in Winners | 105 | 129 | 85 | 105 | 129 | 85 |
Avg Bars in Losers | 33 | 37 | 29 | 33 | 37 | 29 |
Bars Traded | 13629 | 7735 | 5894 | 13629 | 7735 | 5894 |
Profit Streak | 14.0739 | 0 | 16.2406 | 14.0739 | 0 | 16.2406 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358839 | 253837 | -179973 | -187804 | -369358 | -100433 |
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{ "first_band": { "type": "dema", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 30, "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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