Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1349647.2649 | 1363390.243 | -13742.9781 | 766611.8102 | 1157867.9798 | -391256.1696 |
Total P&L (%) | 1349.6473 | 1363.3902 | -13.743 | 766.6118 | 1157.868 | -391.2562 |
Avg Daily Profit (%) | 0.745 | 0.7526 | -0.0076 | 0.1193 | 0.1399 | 0 |
Buy And Hold Return (%) | 527.5309 | 527.5309 | 527.5309 | 527.5309 | 527.5309 | 527.5309 |
Max Trade Drawdown | -131984 | -90376 | -119550 | -946010 | -812872 | -632091 |
Profit Factor | 2.6636 | 4.4518 | 0.967 | 1.1538 | 1.4716 | 0.8453 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Profitability (%) | 32.7044 | 30.3797 | 35 | 32.7044 | 30.3797 | 35 |
Ratio Avg Win / Avg Loss | 5.481 | 10.202 | 1.7958 | 2.3742 | 3.3725 | 1.5698 |
Largest Winning Trade | 921288 | 921288 | 74446 | 906823 | 906823 | 476051 |
Largest Losing Trade | -37915 | -36488 | -37915 | -222566 | -194933 | -222566 |
Avg Bars in Trades | 67 | 61 | 74 | 67 | 61 | 74 |
Avg Bars in Winners | 142 | 126 | 155 | 142 | 126 | 155 |
Avg Bars in Losers | 31 | 32 | 30 | 31 | 32 | 30 |
Bars Traded | 10779 | 4858 | 5922 | 10779 | 4858 | 5922 |
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 | 301680 | -17915 | -603291 | -114248 | -43846 | -603291 |
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{ "first_band": { "type": "sma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 63, "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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