Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 995312.2173 | 847100.7181 | 148211.4992 | 18053219.2773 | 16376496.6972 | 1676722.5801 |
Total P&L (%) | 995.3122 | 847.1007 | 148.2115 | 18053.2193 | 16376.4967 | 1676.7226 |
Avg Daily Profit (%) | 0.3983 | 0.339 | 0.0593 | 0.2083 | 0.2045 | 0.1152 |
Buy And Hold Return (%) | 864.6761 | 864.6761 | 864.6761 | 864.6761 | 864.6761 | 864.6761 |
Max Trade Drawdown | -85550 | -73611 | -46947 | -2965393 | -2946699 | -1474033 |
Profit Factor | 2.5552 | 3.5104 | 1.4899 | 1.9734 | 2.5111 | 1.2175 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 47.2603 | 46.5753 | 47.9452 | 47.2603 | 46.5753 | 47.9452 |
Ratio Avg Win / Avg Loss | 2.8515 | 4.0267 | 1.6176 | 2.2022 | 2.8804 | 1.3218 |
Largest Winning Trade | 346373 | 346373 | 37114 | 7797352 | 7797352 | 1753071 |
Largest Losing Trade | -46947 | -28477 | -46947 | -2346633 | -2346633 | -1412707 |
Avg Bars in Trades | 101 | 108 | 93 | 101 | 108 | 93 |
Avg Bars in Winners | 139 | 149 | 130 | 139 | 149 | 130 |
Avg Bars in Losers | 66 | 72 | 60 | 66 | 72 | 60 |
Bars Traded | 14752 | 7891 | 6861 | 14752 | 7891 | 6861 |
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 | -104850 | -223139 | -349914 | 402435 | -60427 | -119263 |
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{ "first_band": { "type": "dema", "factors": { "length": 79, "offset": 85 } }, "second_band": { "type": "rma", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 79, "offset": 85 } }, "second_band": { "type": "rma", "factors": { "length": 111, "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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