Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1333753.8471 | 1275747.3207 | 58006.5264 | 3063552.8477 | 4190604.1587 | -1127051.311 |
Total P&L (%) | 1333.7538 | 1275.7473 | 58.0065 | 3063.5528 | 4190.6042 | -1127.0513 |
Avg Daily Profit (%) | 0.7349 | 0.7029 | 0.032 | 0.1905 | 0.2073 | 0 |
Buy And Hold Return (%) | 647.2522 | 647.2522 | 647.2522 | 647.2522 | 647.2522 | 647.2522 |
Max Trade Drawdown | -138317 | -102444 | -83845 | -1932682 | -1395679 | -1796705 |
Profit Factor | 3.7023 | 6.1009 | 1.2383 | 1.4144 | 2.3313 | 0.7345 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 45.3125 | 40.625 | 50 | 45.3125 | 40.625 | 50 |
Ratio Avg Win / Avg Loss | 4.4683 | 8.9167 | 1.2383 | 1.707 | 3.4073 | 0.7345 |
Largest Winning Trade | 625108 | 625108 | 67334 | 2561217 | 2561217 | 846018 |
Largest Losing Trade | -47873 | -34850 | -47873 | -682815 | -397167 | -682815 |
Avg Bars in Trades | 81 | 89 | 74 | 81 | 89 | 74 |
Avg Bars in Winners | 124 | 152 | 101 | 124 | 152 | 101 |
Avg Bars in Losers | 46 | 45 | 47 | 46 | 45 | 47 |
Bars Traded | 5243 | 2848 | 2395 | 5243 | 2848 | 2395 |
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 | -132632 | 363742 | -316296 | -137320 | 306411 | -580810 |
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{ "first_band": { "type": "dema", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 20, "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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