Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 968957.2535 | 785444.5509 | 183512.7026 | 20631960.6971 | 11865932.0534 | 8766028.6437 |
Total P&L (%) | 968.9573 | 785.4446 | 183.5127 | 20631.9607 | 11865.9321 | 8766.0286 |
Avg Daily Profit (%) | 0.4652 | 0.3771 | 0.0881 | 0.2564 | 0.23 | 0.2155 |
Buy And Hold Return (%) | 251.8376 | 251.8376 | 251.8376 | 251.8376 | 251.8376 | 251.8376 |
Max Trade Drawdown | -47942 | -53662 | -75528 | -13566271 | -11720294 | -8964707 |
Profit Factor | 3.0079 | 4.1374 | 1.7903 | 1.3312 | 1.3362 | 1.3247 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 38.3929 | 35.7143 | 41.0714 | 38.3929 | 35.7143 | 41.0714 |
Ratio Avg Win / Avg Loss | 4.8267 | 7.4473 | 2.5687 | 2.1362 | 2.4052 | 1.9006 |
Largest Winning Trade | 247428 | 247428 | 63766 | 18376738 | 18376738 | 8527426 |
Largest Losing Trade | -39376 | -19100 | -39376 | -5815793 | -4325968 | -5815793 |
Avg Bars in Trades | 218 | 195 | 241 | 218 | 195 | 241 |
Avg Bars in Winners | 432 | 410 | 452 | 432 | 410 | 452 |
Avg Bars in Losers | 85 | 76 | 94 | 85 | 76 | 94 |
Bars Traded | 24476 | 10943 | 13533 | 24476 | 10943 | 13533 |
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 | 341125 | -172180 | -421244 | 204823 | -176178 | -174011 |
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{ "first_band": { "type": "ema", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 91, "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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