Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2247442.866 | 2041274.4623 | 206168.4037 | 33638545.7376 | 14275681.5676 | 19362864.17 |
Total P&L (%) | 2247.4429 | 2041.2745 | 206.1684 | 33638.5457 | 14275.6816 | 19362.8642 |
Avg Daily Profit (%) | 0.9739 | 0.8845 | 0.0893 | 0.2526 | 0.2155 | 0.2287 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75272 | -114925 | -45604 | -31397085 | -18345139 | -13190626 |
Profit Factor | 5.7626 | 8.731 | 1.9919 | 1.5076 | 1.3647 | 1.7136 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 30.5882 | 27.907 | 33.3333 | 30.5882 | 27.907 | 33.3333 |
Ratio Avg Win / Avg Loss | 13.0768 | 22.5552 | 3.9838 | 3.421 | 3.5255 | 3.4272 |
Largest Winning Trade | 1519460 | 1519460 | 79245 | 23673277 | 19236805 | 23673277 |
Largest Losing Trade | -35971 | -35971 | -18303 | -7185201 | -7185201 | -3450116 |
Avg Bars in Trades | 101 | 94 | 107 | 101 | 94 | 107 |
Avg Bars in Winners | 241 | 227 | 252 | 241 | 227 | 252 |
Avg Bars in Losers | 39 | 43 | 35 | 39 | 43 | 35 |
Bars Traded | 8597 | 4065 | 4532 | 8597 | 4065 | 4532 |
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 | 516571 | 173373 | -76343 | 130623 | -7190 | 183316 |
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{ "first_band": { "type": "dema", "factors": { "length": 115, "offset": 121 } }, "second_band": { "type": "hma", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 115, "offset": 121 } }, "second_band": { "type": "hma", "factors": { "length": 19, "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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