Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352486.6815 | 304515.9855 | 47970.696 | 53506.4079 | 24728.7869 | 28777.621 |
Total P&L (%) | 352.4867 | 304.516 | 47.9707 | 53.5064 | 24.7288 | 28.7776 |
Avg Daily Profit (%) | 0.1693 | 0.1462 | 0.023 | 0.0206 | 0.0106 | 0.0121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99138 | -59872 | -144256 | -229865 | -153105 | -201947 |
Profit Factor | 1.4099 | 1.749 | 1.1058 | 1.0377 | 1.0355 | 1.0398 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 48.7013 | 46.7532 | 50.6494 | 48.7013 | 46.7532 | 50.6494 |
Ratio Avg Win / Avg Loss | 1.4851 | 1.9919 | 1.0775 | 1.093 | 1.1793 | 1.0131 |
Largest Winning Trade | 122285 | 122285 | 57193 | 119388 | 119388 | 93063 |
Largest Losing Trade | -48627 | -48627 | -46782 | -86053 | -76639 | -86053 |
Avg Bars in Trades | 159 | 140 | 178 | 159 | 140 | 178 |
Avg Bars in Winners | 178 | 156 | 198 | 178 | 156 | 198 |
Avg Bars in Losers | 141 | 126 | 157 | 141 | 126 | 157 |
Bars Traded | 24540 | 10805 | 13735 | 24540 | 10805 | 13735 |
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 | 302968 | -37743 | -309618 | -345242 | -407122 | -398449 |
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{ "first_band": { "type": "sma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 218, "offset": 39 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 218, "offset": 39 } } }
# | 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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