Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78176.6136 | 48318.7435 | 29857.87 | 86925.4509 | 61136.944 | 25788.5069 |
Total P&L (%) | 78.1766 | 48.3187 | 29.8579 | 86.9255 | 61.1369 | 25.7885 |
Avg Daily Profit (%) | 0.3002 | 0.1855 | 0.1147 | 0.2405 | 0.1834 | 0.0881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27362 | -24301 | -20435 | -47497 | -30659 | -32946 |
Profit Factor | 1.3113 | 1.3974 | 1.2305 | 1.2418 | 1.3517 | 1.1389 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 164 | 89 | 75 | 164 | 89 | 75 |
Losing Trades | 69 | 27 | 42 | 69 | 27 | 42 |
Profitability (%) | 70.3863 | 76.7241 | 64.1026 | 70.3863 | 76.7241 | 64.1026 |
Ratio Avg Win / Avg Loss | 0.5517 | 0.4239 | 0.6891 | 0.5225 | 0.4101 | 0.6378 |
Largest Winning Trade | 12193 | 12193 | 8022 | 17429 | 17429 | 8445 |
Largest Losing Trade | -15009 | -15009 | -13946 | -18561 | -15850 | -18561 |
Avg Bars in Trades | 105 | 100 | 110 | 105 | 100 | 110 |
Avg Bars in Winners | 63 | 65 | 61 | 63 | 65 | 61 |
Avg Bars in Losers | 203 | 213 | 196 | 203 | 213 | 196 |
Bars Traded | 24505 | 11613 | 12892 | 24505 | 11613 | 12892 |
Profit Streak | 4.8719 | 11.4865 | 4.8719 | 4.8719 | 11.4865 | 4.8719 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396294 | 314526 | -43386 | 362628 | 335921 | -146499 |
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{ "first_band": { "type": "dema", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 166, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 166, "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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