Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622634.6344 | 564848.2269 | 57786.4074 | -47553.7017 | 1240340.7682 | -1287894.4699 |
Total P&L (%) | 622.6346 | 564.8482 | 57.7864 | -47.5537 | 1240.3408 | -1287.8945 |
Avg Daily Profit (%) | 0.3151 | 0.2859 | 0.0292 | -0.0327 | 0.1314 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183661 | -161505 | -155963 | -2222048 | -1315210 | -1553642 |
Profit Factor | 1.6485 | 1.9883 | 1.1487 | 0.9892 | 1.7176 | 0.5163 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 50.7813 | 51.5625 | 50 | 50.7813 | 51.5625 | 50 |
Ratio Avg Win / Avg Loss | 1.5978 | 1.8678 | 1.1487 | 0.9587 | 1.6135 | 0.5163 |
Largest Winning Trade | 193827 | 193827 | 57294 | 786336 | 786336 | 486131 |
Largest Losing Trade | -90701 | -73112 | -90701 | -1012246 | -683343 | -1012246 |
Avg Bars in Trades | 91 | 109 | 73 | 91 | 109 | 73 |
Avg Bars in Winners | 92 | 98 | 87 | 92 | 98 | 87 |
Avg Bars in Losers | 89 | 120 | 59 | 89 | 120 | 59 |
Bars Traded | 11675 | 6976 | 4699 | 11675 | 6976 | 4699 |
Profit Streak | 478.3741 | 0 | 641.5408 | 478.3741 | 0 | 641.5408 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474065 | -126428 | -349415 | -579752 | -152861 | -718609 |
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{ "first_band": { "type": "dema", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 35, "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) |
---|