Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140697.3949 | 91761.9218 | 48935.4731 | 166589.071 | 169413.9196 | -2824.8486 |
Total P&L (%) | 140.6974 | 91.7619 | 48.9355 | 166.5891 | 169.4139 | -2.8248 |
Avg Daily Profit (%) | 0.5283 | 0.3446 | 0.1838 | 0.3689 | 0.3728 | -0.0108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41695 | -28161 | -47094 | -132240 | -77430 | -149399 |
Profit Factor | 1.6053 | 1.8446 | 1.3953 | 1.3536 | 1.8639 | 0.9897 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 48.8372 | 51.1628 | 46.5116 | 48.8372 | 51.1628 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.6818 | 1.7608 | 1.6046 | 1.418 | 1.7792 | 1.1382 |
Largest Winning Trade | 43788 | 43788 | 26346 | 110560 | 110560 | 57055 |
Largest Losing Trade | -21961 | -10221 | -21961 | -79730 | -29412 | -79730 |
Avg Bars in Trades | 143 | 146 | 140 | 143 | 146 | 140 |
Avg Bars in Winners | 185 | 183 | 188 | 185 | 183 | 188 |
Avg Bars in Losers | 102 | 106 | 98 | 102 | 106 | 98 |
Bars Traded | 12302 | 6282 | 6021 | 12302 | 6282 | 6021 |
Profit Streak | 268.572 | 0 | 272.9678 | 268.572 | 0 | 272.9678 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448401 | 402546 | 206570 | 304757 | 412590 | -581204 |
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{ "first_band": { "type": "dema", "factors": { "length": 195, "offset": 49 } }, "second_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 195, "offset": 49 } }, "second_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 2 } } }
# | 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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