Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 754030.8508 | 736647.6702 | 17383.1806 | 416357.3701 | 485664.7921 | -69307.422 |
Total P&L (%) | 754.0309 | 736.6477 | 17.3832 | 416.3574 | 485.6648 | -69.3074 |
Avg Daily Profit (%) | 0.4103 | 0.4008 | 0.0095 | 0.0894 | 0.0962 | -0.0643 |
Buy And Hold Return (%) | 141.7975 | 141.7975 | 141.7975 | 141.7975 | 141.7975 | 141.7975 |
Max Trade Drawdown | -115785 | -96792 | -67983 | -330550 | -249304 | -185778 |
Profit Factor | 2.5568 | 4.575 | 1.0625 | 1.3492 | 2.0441 | 0.9047 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 33.8462 | 33.3333 | 34.375 | 33.8462 | 33.3333 | 34.375 |
Ratio Avg Win / Avg Loss | 4.9973 | 9.15 | 2.0283 | 2.637 | 4.0882 | 1.7272 |
Largest Winning Trade | 652732 | 652732 | 53287 | 361854 | 361854 | 157706 |
Largest Losing Trade | -33470 | -27700 | -33470 | -135844 | -77990 | -135844 |
Avg Bars in Trades | 322 | 315 | 329 | 322 | 315 | 329 |
Avg Bars in Winners | 677 | 634 | 719 | 677 | 634 | 719 |
Avg Bars in Losers | 141 | 156 | 125 | 141 | 156 | 125 |
Bars Traded | 20984 | 10426 | 10558 | 20984 | 10426 | 10558 |
Profit Streak | 111.2954 | 114.212 | 0 | 111.2954 | 114.212 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128408 | 363289 | -502788 | -217318 | -69293 | -584108 |
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{ "first_band": { "type": "sma", "factors": { "length": 160, "offset": 225 } }, "second_band": { "type": "dema", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 160, "offset": 225 } }, "second_band": { "type": "dema", "factors": { "length": 74, "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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