Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465325.1373 | 381373.4988 | 83951.6384 | 1344570.3473 | 929885.2051 | 414685.1423 |
Total P&L (%) | 465.3251 | 381.3735 | 83.9516 | 1344.5703 | 929.8852 | 414.6851 |
Avg Daily Profit (%) | 0.4467 | 0.3661 | 0.0806 | 0.2567 | 0.2241 | 0.1574 |
Buy And Hold Return (%) | 188.6139 | 188.6139 | 188.6139 | 188.6139 | 188.6139 | 188.6139 |
Max Trade Drawdown | -45997 | -27934 | -50227 | -880547 | -476508 | -481650 |
Profit Factor | 2.1151 | 2.8596 | 1.3956 | 1.719 | 1.9435 | 1.4688 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 140 | 72 | 68 | 140 | 72 | 68 |
Profitability (%) | 39.9142 | 37.931 | 41.8803 | 39.9142 | 37.931 | 41.8803 |
Ratio Avg Win / Avg Loss | 3.184 | 4.6793 | 1.9367 | 2.5877 | 3.1803 | 2.0384 |
Largest Winning Trade | 254157 | 254157 | 27664 | 522677 | 522677 | 296310 |
Largest Losing Trade | -14286 | -12747 | -14286 | -218604 | -102725 | -218604 |
Avg Bars in Trades | 105 | 101 | 110 | 105 | 101 | 110 |
Avg Bars in Winners | 198 | 190 | 204 | 198 | 190 | 204 |
Avg Bars in Losers | 44 | 46 | 42 | 44 | 46 | 42 |
Bars Traded | 24685 | 11775 | 12910 | 24685 | 11775 | 12910 |
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 | 261864 | 101455 | -252748 | 326778 | 201614 | 18641 |
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{ "first_band": { "type": "sma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 146, "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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