Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 891157.4597 | 788914.6827 | 102242.777 | 3332040.8447 | 4458122.8607 | -1126082.016 |
Total P&L (%) | 891.1575 | 788.9147 | 102.2428 | 3332.0408 | 4458.1229 | -1126.082 |
Avg Daily Profit (%) | 0.4279 | 0.3788 | 0.0491 | 0.1699 | 0.1835 | 0 |
Buy And Hold Return (%) | 178.4202 | 178.4202 | 178.4202 | 178.4202 | 178.4202 | 178.4202 |
Max Trade Drawdown | -97846 | -69774 | -95927 | -11990639 | -6693823 | -8095989 |
Profit Factor | 2.6597 | 4.2102 | 1.3511 | 1.0913 | 1.2428 | 0.9379 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 36.5591 | 29.7872 | 43.4783 | 36.5591 | 29.7872 | 43.4783 |
Ratio Avg Win / Avg Loss | 4.6154 | 9.9241 | 1.7565 | 1.8937 | 2.9295 | 1.2193 |
Largest Winning Trade | 388121 | 388121 | 58617 | 5375194 | 5375194 | 3483030 |
Largest Losing Trade | -42386 | -17912 | -42386 | -2605306 | -2023980 | -2605306 |
Avg Bars in Trades | 266 | 230 | 302 | 266 | 230 | 302 |
Avg Bars in Winners | 563 | 543 | 577 | 563 | 543 | 577 |
Avg Bars in Losers | 94 | 98 | 90 | 94 | 98 | 90 |
Bars Traded | 24754 | 10848 | 13906 | 24754 | 10848 | 13906 |
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 | 314697 | 226788 | -294088 | -116182 | 3897 | -581573 |
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{ "first_band": { "type": "sma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 209, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 209, "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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