Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608465.4663 | 574485.5469 | 33979.9193 | 699167.1339 | 757041.0038 | -57873.8699 |
Total P&L (%) | 608.4655 | 574.4855 | 33.9799 | 699.1671 | 757.041 | -57.8739 |
Avg Daily Profit (%) | 0.3318 | 0.3133 | 0.0185 | 0.1134 | 0.1172 | -0.0471 |
Buy And Hold Return (%) | 192.6803 | 192.6803 | 192.6803 | 192.6803 | 192.6803 | 192.6803 |
Max Trade Drawdown | -90346 | -54551 | -111429 | -801484 | -420112 | -622500 |
Profit Factor | 2.1892 | 3.5976 | 1.117 | 1.2466 | 1.5932 | 0.9629 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 46.3768 | 51.4286 | 41.1765 | 46.3768 | 51.4286 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.5312 | 3.3977 | 1.5957 | 1.4414 | 1.5047 | 1.3755 |
Largest Winning Trade | 343976 | 343976 | 54651 | 486447 | 383211 | 486447 |
Largest Losing Trade | -53677 | -35201 | -53677 | -361748 | -361748 | -293945 |
Avg Bars in Trades | 100 | 111 | 89 | 100 | 111 | 89 |
Avg Bars in Winners | 130 | 129 | 131 | 130 | 129 | 131 |
Avg Bars in Losers | 75 | 92 | 60 | 75 | 92 | 60 |
Bars Traded | 6954 | 3899 | 3055 | 6954 | 3899 | 3055 |
Profit Streak | 39.8979 | 92.3979 | 0 | 39.8979 | 92.3979 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96779 | 496078 | -428075 | -151115 | -34255 | -582559 |
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{ "first_band": { "type": "dema", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 36, "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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