Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 766248.1183 | 597418.4925 | 168829.6258 | 574209.8542 | -71874.8951 | 646084.7493 |
Total P&L (%) | 766.2481 | 597.4185 | 168.8296 | 574.2099 | -71.8749 | 646.0847 |
Avg Daily Profit (%) | 0.5158 | 0.4021 | 0.1136 | 0.1285 | -0.0853 | 0.1354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157002 | -124138 | -68837 | -3004567 | -2590017 | -1066199 |
Profit Factor | 1.9566 | 2.2254 | 1.5385 | 1.0767 | 0.9845 | 1.2265 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 57 | 22 | 35 | 57 | 22 | 35 |
Losing Trades | 125 | 69 | 56 | 125 | 69 | 56 |
Profitability (%) | 31.3187 | 24.1758 | 38.4615 | 31.3187 | 24.1758 | 38.4615 |
Ratio Avg Win / Avg Loss | 4.2907 | 6.9795 | 2.4617 | 2.3611 | 3.0877 | 1.9625 |
Largest Winning Trade | 397137 | 397137 | 57416 | 1869727 | 1869727 | 934130 |
Largest Losing Trade | -36317 | -36317 | -26639 | -427448 | -388904 | -427448 |
Avg Bars in Trades | 47 | 49 | 45 | 47 | 49 | 45 |
Avg Bars in Winners | 103 | 115 | 96 | 103 | 115 | 96 |
Avg Bars in Losers | 21 | 28 | 13 | 21 | 28 | 13 |
Bars Traded | 8618 | 4496 | 4122 | 8618 | 4496 | 4122 |
Profit Streak | 15.8793 | 0 | 20.046 | 15.8793 | 0 | 20.046 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313919 | -19757 | -42877 | -161808 | -611758 | -15403 |
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{ "first_band": { "type": "dema", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 5, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 5, "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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