Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872249.7454 | 760341.2924 | 111908.453 | 1709756.7663 | 486654.7899 | 1223101.9765 |
Total P&L (%) | 872.2497 | 760.3413 | 111.9085 | 1709.7568 | 486.6548 | 1223.102 |
Avg Daily Profit (%) | 0.4187 | 0.365 | 0.0537 | 0.1391 | 0.085 | 0.124 |
Buy And Hold Return (%) | 98.4155 | 98.4155 | 98.4155 | 98.4155 | 98.4155 | 98.4155 |
Max Trade Drawdown | -92084 | -81670 | -129316 | -3168938 | -2592234 | -1476702 |
Profit Factor | 2.1244 | 2.8287 | 1.3109 | 1.1419 | 1.0736 | 1.2249 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 37.5 | 34.7222 | 40.2778 | 37.5 | 34.7222 | 40.2778 |
Ratio Avg Win / Avg Loss | 3.5407 | 5.3179 | 1.9437 | 1.9031 | 2.0183 | 1.8163 |
Largest Winning Trade | 339303 | 339303 | 53657 | 2004630 | 2004630 | 1205676 |
Largest Losing Trade | -30034 | -30034 | -27846 | -820289 | -630745 | -820289 |
Avg Bars in Trades | 170 | 149 | 190 | 170 | 149 | 190 |
Avg Bars in Winners | 304 | 291 | 316 | 304 | 291 | 316 |
Avg Bars in Losers | 89 | 73 | 106 | 89 | 73 | 106 |
Bars Traded | 24487 | 10748 | 13739 | 24487 | 10748 | 13739 |
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 | 340816 | -70552 | -326286 | -74767 | -304784 | -109505 |
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{ "first_band": { "type": "sma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 113, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 113, "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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