Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1471182.8712 | 1415359.3415 | 55823.5297 | 3439374.7778 | 3838392.3086 | -399017.5308 |
Total P&L (%) | 1471.1829 | 1415.3593 | 55.8235 | 3439.3748 | 3838.3923 | -399.0175 |
Avg Daily Profit (%) | 0.8106 | 0.7798 | 0.0308 | 0.1967 | 0.2026 | 0 |
Buy And Hold Return (%) | 617.4347 | 617.4347 | 617.4347 | 617.4347 | 617.4347 | 617.4347 |
Max Trade Drawdown | -100559 | -72153 | -56330 | -4746744 | -2775783 | -2427105 |
Profit Factor | 3.6601 | 5.9784 | 1.2077 | 1.2153 | 1.477 | 0.9497 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 36.9231 | 31.25 | 42.4242 | 36.9231 | 31.25 | 42.4242 |
Ratio Avg Win / Avg Loss | 6.2527 | 13.1524 | 1.639 | 2.0762 | 3.2495 | 1.2888 |
Largest Winning Trade | 710217 | 710217 | 70379 | 4607988 | 4607988 | 2250489 |
Largest Losing Trade | -36977 | -36977 | -32560 | -1637453 | -1637453 | -1267492 |
Avg Bars in Trades | 163 | 175 | 153 | 163 | 175 | 153 |
Avg Bars in Winners | 272 | 324 | 235 | 272 | 324 | 235 |
Avg Bars in Losers | 100 | 107 | 92 | 100 | 107 | 92 |
Bars Traded | 10659 | 5603 | 5056 | 10659 | 5603 | 5056 |
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 | -125712 | 332701 | -319914 | -133629 | 89657 | -582082 |
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{ "first_band": { "type": "dema", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 100, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 100, "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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