Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488978.8075 | 435848.3443 | 53130.4632 | 946365.8398 | 672827.8203 | 273538.0195 |
Total P&L (%) | 488.9788 | 435.8483 | 53.1305 | 946.3658 | 672.8278 | 273.538 |
Avg Daily Profit (%) | 0.9388 | 0.8368 | 0.102 | 0.4518 | 0.3934 | 0.2533 |
Buy And Hold Return (%) | 258.125 | 258.125 | 258.125 | 258.125 | 258.125 | 258.125 |
Max Trade Drawdown | -45849 | -27818 | -28057 | -271391 | -209241 | -137062 |
Profit Factor | 3.4983 | 5.3846 | 1.5516 | 1.9079 | 2.1803 | 1.5791 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 46.1538 | 41.5385 | 50.7692 | 46.1538 | 41.5385 | 50.7692 |
Ratio Avg Win / Avg Loss | 4.0813 | 7.5784 | 1.5046 | 2.2259 | 3.0686 | 1.5313 |
Largest Winning Trade | 378529 | 378529 | 20483 | 450935 | 450935 | 107132 |
Largest Losing Trade | -14747 | -14747 | -9143 | -104070 | -104070 | -79307 |
Avg Bars in Trades | 189 | 167 | 210 | 189 | 167 | 210 |
Avg Bars in Winners | 248 | 214 | 276 | 248 | 214 | 276 |
Avg Bars in Losers | 138 | 134 | 142 | 138 | 134 | 142 |
Bars Traded | 24616 | 10913 | 13703 | 24616 | 10913 | 13703 |
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 | 368938 | -123924 | -351986 | 344653 | -125439 | -268372 |
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{ "first_band": { "type": "sma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 249, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 249, "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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