Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1655188.5135 | 1507226.827 | 147961.6866 | 4598630.7056 | -86642.0736 | 4685272.7792 |
Total P&L (%) | 1655.1885 | 1507.2268 | 147.9617 | 4598.6307 | -86.6421 | 4685.2728 |
Avg Daily Profit (%) | 0.8961 | 0.816 | 0.0801 | 0.2086 | -0.1089 | 0.2096 |
Buy And Hold Return (%) | 17.6471 | 17.6471 | 17.6471 | 17.6471 | 17.6471 | 17.6471 |
Max Trade Drawdown | -79036 | -73176 | -45998 | -2876012 | -2950992 | -1730479 |
Profit Factor | 4.5486 | 7.4139 | 1.6393 | 1.3404 | 0.9883 | 1.7676 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 29 | 10 | 19 | 29 | 10 | 19 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 34.9398 | 23.8095 | 46.3415 | 34.9398 | 23.8095 | 46.3415 |
Ratio Avg Win / Avg Loss | 8.4698 | 23.7244 | 1.8982 | 2.4959 | 3.1626 | 2.0467 |
Largest Winning Trade | 1320167 | 1320167 | 62134 | 2196881 | 2157870 | 2196881 |
Largest Losing Trade | -24205 | -21720 | -24205 | -1730479 | -947550 | -1730479 |
Avg Bars in Trades | 259 | 223 | 295 | 259 | 223 | 295 |
Avg Bars in Winners | 513 | 539 | 499 | 513 | 539 | 499 |
Avg Bars in Losers | 122 | 124 | 119 | 122 | 124 | 119 |
Bars Traded | 21502 | 9376 | 12126 | 21502 | 9376 | 12126 |
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 | 488843 | -13310 | -84281 | 87091 | -613018 | 363054 |
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{ "first_band": { "type": "sma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 173, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 173, "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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