Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1303414.0917 | 1290610.5645 | 12803.5272 | 1067987.4521 | 1880355.4146 | -812367.9625 |
Total P&L (%) | 1303.4141 | 1290.6106 | 12.8035 | 1067.9875 | 1880.3554 | -812.368 |
Avg Daily Profit (%) | 0.7164 | 0.7093 | 0.007 | 0.1352 | 0.1642 | 0 |
Buy And Hold Return (%) | 752.7065 | 752.7065 | 752.7065 | 752.7065 | 752.7065 | 752.7065 |
Max Trade Drawdown | -157633 | -88456 | -96907 | -1718942 | -1010803 | -1150493 |
Profit Factor | 3.4097 | 6.1458 | 1.0441 | 1.2266 | 1.9559 | 0.7041 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 44.8276 | 41.3793 | 48.2759 | 44.8276 | 41.3793 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.1965 | 8.7066 | 1.1187 | 1.5097 | 2.7708 | 0.7544 |
Largest Winning Trade | 642450 | 642450 | 68941 | 1638319 | 1638319 | 525816 |
Largest Losing Trade | -53961 | -48293 | -53961 | -687463 | -507197 | -687463 |
Avg Bars in Trades | 60 | 63 | 56 | 60 | 63 | 56 |
Avg Bars in Winners | 83 | 89 | 77 | 83 | 89 | 77 |
Avg Bars in Losers | 41 | 45 | 37 | 41 | 45 | 37 |
Bars Traded | 3505 | 1853 | 1652 | 3505 | 1853 | 1652 |
Profit Streak | 0 | 269.0254 | 0 | 0 | 269.0254 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171217 | 362543 | -521906 | -228384 | 209590 | -581503 |
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{ "first_band": { "type": "dema", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 58, "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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