Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551260.7898 | 450455.7309 | 100805.0589 | 1026276.2296 | 520742.8625 | 505533.3672 |
Total P&L (%) | 551.2608 | 450.4557 | 100.8051 | 1026.2762 | 520.7429 | 505.5334 |
Avg Daily Profit (%) | 0.31 | 0.2534 | 0.0567 | 0.1363 | 0.1027 | 0.1013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97198 | -58414 | -94323 | -1177687 | -600672 | -577014 |
Profit Factor | 2.2387 | 3.4072 | 1.3909 | 1.4012 | 1.4716 | 1.3478 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 36.7647 | 35.2941 | 38.2353 | 36.7647 | 35.2941 | 38.2353 |
Ratio Avg Win / Avg Loss | 3.8506 | 6.2465 | 2.2468 | 2.4101 | 2.698 | 2.1772 |
Largest Winning Trade | 176623 | 176623 | 76734 | 736772 | 393372 | 736772 |
Largest Losing Trade | -39382 | -24644 | -39382 | -278219 | -260187 | -278219 |
Avg Bars in Trades | 101 | 89 | 114 | 101 | 89 | 114 |
Avg Bars in Winners | 206 | 167 | 242 | 206 | 167 | 242 |
Avg Bars in Losers | 41 | 46 | 35 | 41 | 46 | 35 |
Bars Traded | 6932 | 3045 | 3887 | 6932 | 3045 | 3887 |
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 | -105685 | 318843 | -120053 | -127787 | -58898 | -60372 |
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{ "first_band": { "type": "sma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 36, "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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