Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838416.7124 | 753815.4907 | 84601.2217 | 5707877.6569 | 5200183.9737 | 507693.6832 |
Total P&L (%) | 838.4167 | 753.8155 | 84.6012 | 5707.8777 | 5200.184 | 507.6937 |
Avg Daily Profit (%) | 0.3353 | 0.3015 | 0.0338 | 0.1626 | 0.1589 | 0.0722 |
Buy And Hold Return (%) | 927.4973 | 927.4973 | 927.4973 | 927.4973 | 927.4973 | 927.4973 |
Max Trade Drawdown | -65153 | -51696 | -51539 | -483663 | -318231 | -368051 |
Profit Factor | 3.9022 | 6.5408 | 1.5535 | 4.7495 | 6.7015 | 1.8319 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 45.9016 | 43.3333 | 48.3871 | 45.9016 | 43.3333 | 48.3871 |
Ratio Avg Win / Avg Loss | 4.599 | 8.5533 | 1.6571 | 5.5976 | 8.7635 | 1.9541 |
Largest Winning Trade | 340890 | 340890 | 55504 | 3559677 | 3559677 | 272894 |
Largest Losing Trade | -49829 | -26736 | -49829 | -318231 | -318231 | -146594 |
Avg Bars in Trades | 115 | 117 | 114 | 115 | 117 | 114 |
Avg Bars in Winners | 133 | 123 | 142 | 133 | 123 | 142 |
Avg Bars in Losers | 100 | 113 | 87 | 100 | 113 | 87 |
Bars Traded | 7071 | 3536 | 3535 | 7071 | 3536 | 3535 |
Profit Streak | 90.8696 | 109.2029 | 90.8696 | 90.8696 | 109.2029 | 90.8696 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -316227 | -150422 | -310833 | -151868 | 475489 | -258537 |
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{ "first_band": { "type": "sma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 235, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 235, "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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