Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1431869.3133 | 1357545.451 | 74323.8623 | 4492565.0874 | 4003157.45 | 489407.6374 |
Total P&L (%) | 1431.8693 | 1357.5455 | 74.3239 | 4492.5651 | 4003.1575 | 489.4076 |
Avg Daily Profit (%) | 0.7902 | 0.7492 | 0.041 | 0.2114 | 0.2052 | 0.0979 |
Buy And Hold Return (%) | 568.4223 | 568.4223 | 568.4223 | 568.4223 | 568.4223 | 568.4223 |
Max Trade Drawdown | -126035 | -112261 | -75559 | -1854787 | -1260741 | -1385827 |
Profit Factor | 3.6026 | 5.3637 | 1.3109 | 1.562 | 1.9632 | 1.1275 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 34.5238 | 30.9524 | 38.0952 | 34.5238 | 30.9524 | 38.0952 |
Ratio Avg Win / Avg Loss | 6.8324 | 11.9651 | 2.1302 | 2.9623 | 4.3794 | 1.8322 |
Largest Winning Trade | 733828 | 733828 | 71639 | 2206684 | 2206684 | 1839949 |
Largest Losing Trade | -33916 | -33916 | -28169 | -865965 | -612913 | -865965 |
Avg Bars in Trades | 83 | 89 | 76 | 83 | 89 | 76 |
Avg Bars in Winners | 155 | 187 | 129 | 155 | 187 | 129 |
Avg Bars in Losers | 45 | 45 | 44 | 45 | 45 | 44 |
Bars Traded | 6988 | 3759 | 3229 | 6988 | 3759 | 3229 |
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 | 378714 | 328638 | -307218 | 184940 | 160098 | -311730 |
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{ "first_band": { "type": "dema", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 33, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 33, "offset": 0, "poles": 3 } } }
# | 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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