Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1179845.3615 | 1102916.4886 | 76928.8729 | 2483319.5098 | 4706926.444 | -2223606.9342 |
Total P&L (%) | 1179.8454 | 1102.9165 | 76.9289 | 2483.3195 | 4706.9264 | -2223.6069 |
Avg Daily Profit (%) | 0.5666 | 0.5296 | 0.0369 | 0.1563 | 0.1861 | 0 |
Buy And Hold Return (%) | 87.9921 | 87.9921 | 87.9921 | 87.9921 | 87.9921 | 87.9921 |
Max Trade Drawdown | -113904 | -115774 | -107001 | -6950872 | -6231183 | -5109799 |
Profit Factor | 2.478 | 3.8213 | 1.1889 | 1.0652 | 1.2494 | 0.8841 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 32.3529 | 27.451 | 37.2549 | 32.3529 | 27.451 | 37.2549 |
Ratio Avg Win / Avg Loss | 5.1813 | 10.0992 | 2.0023 | 2.2273 | 3.302 | 1.489 |
Largest Winning Trade | 376819 | 376819 | 84856 | 5255419 | 5255419 | 4376579 |
Largest Losing Trade | -36307 | -29915 | -36307 | -2283528 | -1325583 | -2283528 |
Avg Bars in Trades | 240 | 211 | 268 | 240 | 211 | 268 |
Avg Bars in Winners | 490 | 487 | 492 | 490 | 487 | 492 |
Avg Bars in Losers | 120 | 107 | 134 | 120 | 107 | 134 |
Bars Traded | 24480 | 10808 | 13672 | 24480 | 10808 | 13672 |
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 | 334876 | -181559 | -506015 | -146569 | -190540 | -764123 |
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{ "first_band": { "type": "sma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 152, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 152, "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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