Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1173895.6444 | 1100509.8259 | 73385.8185 | 3789550.7558 | 3295571.7365 | 493979.0193 |
Total P&L (%) | 1173.8956 | 1100.5098 | 73.3858 | 3789.5508 | 3295.5717 | 493.979 |
Avg Daily Profit (%) | 0.6444 | 0.6041 | 0.0403 | 0.2012 | 0.1937 | 0.0978 |
Buy And Hold Return (%) | 609.2452 | 609.2452 | 609.2452 | 609.2452 | 609.2452 | 609.2452 |
Max Trade Drawdown | -106702 | -79912 | -69019 | -4229255 | -3390715 | -1510013 |
Profit Factor | 3.8232 | 6.0678 | 1.3694 | 1.4634 | 1.7077 | 1.1403 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 43.1034 | 41.3793 | 44.8276 | 43.1034 | 41.3793 | 44.8276 |
Ratio Avg Win / Avg Loss | 5.0467 | 8.5961 | 1.6855 | 1.9317 | 2.4192 | 1.4035 |
Largest Winning Trade | 615010 | 615010 | 68113 | 2918768 | 2918768 | 1477321 |
Largest Losing Trade | -30491 | -26056 | -30491 | -1388079 | -1388079 | -894085 |
Avg Bars in Trades | 121 | 107 | 135 | 121 | 107 | 135 |
Avg Bars in Winners | 208 | 186 | 229 | 208 | 186 | 229 |
Avg Bars in Losers | 55 | 51 | 59 | 55 | 51 | 59 |
Bars Traded | 7037 | 3109 | 3927 | 7037 | 3109 | 3927 |
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 | -170790 | 303565 | -305320 | -172460 | 243062 | -296367 |
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{ "first_band": { "type": "sma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 88, "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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