Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107370.7272 | 78042.6938 | 29328.0334 | 107321.5474 | 119765.9797 | -12444.4322 |
Total P&L (%) | 107.3707 | 78.0427 | 29.328 | 107.3215 | 119.766 | -12.4444 |
Avg Daily Profit (%) | 0.4123 | 0.2997 | 0.1126 | 0.2804 | 0.3028 | -0.051 |
Buy And Hold Return (%) | 23.3104 | 23.3104 | 23.3104 | 23.3104 | 23.3104 | 23.3104 |
Max Trade Drawdown | -47106 | -21470 | -79938 | -161409 | -53017 | -222175 |
Profit Factor | 1.2846 | 1.4585 | 1.1416 | 1.1182 | 1.2975 | 0.9754 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 202 | 104 | 98 | 202 | 104 | 98 |
Losing Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Profitability (%) | 74.2647 | 76.4706 | 72.0588 | 74.2647 | 76.4706 | 72.0588 |
Ratio Avg Win / Avg Loss | 0.4451 | 0.4488 | 0.4427 | 0.3875 | 0.3992 | 0.3782 |
Largest Winning Trade | 9136 | 9136 | 8419 | 22625 | 22625 | 21113 |
Largest Losing Trade | -36099 | -17231 | -36099 | -93125 | -37707 | -93125 |
Avg Bars in Trades | 91 | 90 | 91 | 91 | 90 | 91 |
Avg Bars in Winners | 44 | 45 | 43 | 44 | 45 | 43 |
Avg Bars in Losers | 224 | 235 | 215 | 224 | 235 | 215 |
Bars Traded | 24756 | 12280 | 12476 | 24756 | 12280 | 12476 |
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 | 332919 | 258366 | -193258 | -82368 | 280090 | -579507 |
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{ "first_band": { "type": "dema", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 183, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 183, "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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