Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2318022.7636 | 2212624.0371 | 105398.7265 | 6612433.7377 | 3367553.345 | 3244880.3927 |
Total P&L (%) | 2318.0228 | 2212.624 | 105.3987 | 6612.4337 | 3367.5533 | 3244.8804 |
Avg Daily Profit (%) | 1.2418 | 1.1853 | 0.0565 | 0.2256 | 0.1901 | 0.1882 |
Buy And Hold Return (%) | 528.2139 | 528.2139 | 528.2139 | 528.2139 | 528.2139 | 528.2139 |
Max Trade Drawdown | -92804 | -138015 | -65038 | -6320028 | -7194566 | -2304145 |
Profit Factor | 5.066 | 7.4667 | 1.4624 | 1.3165 | 1.2645 | 1.3976 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 42.5 | 37.5 | 47.5 | 42.5 | 37.5 | 47.5 |
Ratio Avg Win / Avg Loss | 6.854 | 12.4445 | 1.6163 | 1.7811 | 2.1075 | 1.5448 |
Largest Winning Trade | 1565197 | 1565197 | 54467 | 6827357 | 6827357 | 2672303 |
Largest Losing Trade | -42826 | -36261 | -42826 | -2207166 | -2207166 | -1661541 |
Avg Bars in Trades | 270 | 260 | 280 | 270 | 260 | 280 |
Avg Bars in Winners | 410 | 415 | 406 | 410 | 415 | 406 |
Avg Bars in Losers | 167 | 168 | 166 | 167 | 168 | 166 |
Bars Traded | 21660 | 10433 | 11227 | 21660 | 10433 | 11227 |
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 | -7178 | 545092 | -282055 | -17141 | 132552 | 295680 |
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{ "first_band": { "type": "dema", "factors": { "length": 238, "offset": 157 } }, "second_band": { "type": "rma", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 238, "offset": 157 } }, "second_band": { "type": "rma", "factors": { "length": 66, "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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