Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408385.8351 | 255745.6828 | 152640.1522 | 1521311.691 | 1753279.0269 | -231967.3359 |
Total P&L (%) | 408.3858 | 255.7457 | 152.6402 | 1521.3117 | 1753.279 | -231.9673 |
Avg Daily Profit (%) | 0.392 | 0.2455 | 0.1465 | 0.2678 | 0.2807 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84955 | -65145 | -55873 | -2415992 | -889876 | -1664216 |
Profit Factor | 1.6059 | 1.8118 | 1.4253 | 1.1962 | 1.5073 | 0.946 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 112 | 53 | 59 | 112 | 53 | 59 |
Losing Trades | 196 | 101 | 95 | 196 | 101 | 95 |
Profitability (%) | 36.3636 | 34.4156 | 38.3117 | 36.3636 | 34.4156 | 38.3117 |
Ratio Avg Win / Avg Loss | 2.8104 | 3.4526 | 2.2949 | 2.0933 | 2.8725 | 1.5233 |
Largest Winning Trade | 57478 | 57478 | 31428 | 1182912 | 1182912 | 776103 |
Largest Losing Trade | -13414 | -13414 | -12681 | -428710 | -305649 | -428710 |
Avg Bars in Trades | 80 | 74 | 86 | 80 | 74 | 86 |
Avg Bars in Winners | 151 | 139 | 162 | 151 | 139 | 162 |
Avg Bars in Losers | 39 | 39 | 39 | 39 | 39 | 39 |
Bars Traded | 24775 | 11437 | 13337 | 24775 | 11437 | 13337 |
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 | 309959 | 202962 | 8599 | 47795 | 193685 | -582294 |
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{ "first_band": { "type": "sma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 46, "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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