Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179113.9809 | 95281.0026 | 83832.9783 | 331467.2284 | 217276.0428 | 114191.1855 |
Total P&L (%) | 179.114 | 95.281 | 83.833 | 331.4672 | 217.276 | 114.1912 |
Avg Daily Profit (%) | 0.6878 | 0.3659 | 0.3219 | 0.563 | 0.4443 | 0.2929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36318 | -46427 | -13549 | -65210 | -54522 | -54247 |
Profit Factor | 1.7049 | 1.7258 | 1.6825 | 1.6522 | 1.8863 | 1.434 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Profitability (%) | 43.1507 | 43.8356 | 42.4658 | 43.1507 | 43.8356 | 42.4658 |
Ratio Avg Win / Avg Loss | 2.2461 | 2.2112 | 2.2795 | 2.1767 | 2.4168 | 1.9429 |
Largest Winning Trade | 38801 | 38801 | 17820 | 65812 | 65812 | 46271 |
Largest Losing Trade | -11396 | -11396 | -9307 | -37836 | -19363 | -37836 |
Avg Bars in Trades | 168 | 184 | 153 | 168 | 184 | 153 |
Avg Bars in Winners | 245 | 249 | 242 | 245 | 249 | 242 |
Avg Bars in Losers | 110 | 133 | 88 | 110 | 133 | 88 |
Bars Traded | 24665 | 13448 | 11217 | 24665 | 13448 | 11217 |
Profit Streak | 0 | 4.8867 | 0 | 0 | 4.8867 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408531 | -62830 | -64433 | 366470 | -61849 | -65854 |
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{ "first_band": { "type": "dema", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 117, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 117, "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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