Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800142.6541 | 774878.2554 | 25264.3987 | 502579.4144 | 2452027.5209 | -1949448.1065 |
Total P&L (%) | 800.1427 | 774.8783 | 25.2644 | 502.5794 | 2452.0275 | -1949.4481 |
Avg Daily Profit (%) | 0.3841 | 0.3719 | 0.0121 | 0.0862 | 0.1556 | 0 |
Buy And Hold Return (%) | 71.4286 | 71.4286 | 71.4286 | 71.4286 | 71.4286 | 71.4286 |
Max Trade Drawdown | -131110 | -118331 | -130328 | -2697629 | -1887585 | -2500331 |
Profit Factor | 1.7921 | 2.5628 | 1.0491 | 1.0374 | 1.3747 | 0.7173 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 38.1679 | 32.3077 | 43.9394 | 38.1679 | 32.3077 | 43.9394 |
Ratio Avg Win / Avg Loss | 2.9032 | 5.3696 | 1.3385 | 1.6806 | 2.8802 | 0.9152 |
Largest Winning Trade | 227421 | 227421 | 64475 | 2054539 | 2054539 | 645515 |
Largest Losing Trade | -35107 | -28653 | -35107 | -787929 | -565960 | -787929 |
Avg Bars in Trades | 187 | 174 | 201 | 187 | 174 | 201 |
Avg Bars in Winners | 347 | 367 | 333 | 347 | 367 | 333 |
Avg Bars in Losers | 89 | 82 | 97 | 89 | 82 | 97 |
Bars Traded | 24610 | 11342 | 13268 | 24610 | 11342 | 13268 |
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 | 315209 | -124444 | -635721 | -259932 | -129528 | -707593 |
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{ "first_band": { "type": "sma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 81, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 81, "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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