Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672337.6475 | 554264.4526 | 118073.1949 | 686858.652 | 227890.7103 | 458967.9417 |
Total P&L (%) | 672.3376 | 554.2645 | 118.0732 | 686.8587 | 227.8907 | 458.9679 |
Avg Daily Profit (%) | 0.3575 | 0.2947 | 0.0628 | 0.1097 | 0.0632 | 0.0915 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74549 | -91841 | -47924 | -787833 | -492219 | -547444 |
Profit Factor | 2.4832 | 3.2274 | 1.5775 | 1.1997 | 1.1241 | 1.2863 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 40.9091 | 38.6364 | 43.1818 | 40.9091 | 38.6364 | 43.1818 |
Ratio Avg Win / Avg Loss | 3.5869 | 5.1259 | 2.0756 | 1.7329 | 1.7854 | 1.6925 |
Largest Winning Trade | 529015 | 529015 | 49617 | 595819 | 595819 | 303307 |
Largest Losing Trade | -45166 | -45166 | -33752 | -382660 | -259012 | -382660 |
Avg Bars in Trades | 60 | 52 | 69 | 60 | 52 | 69 |
Avg Bars in Winners | 96 | 90 | 102 | 96 | 90 | 102 |
Avg Bars in Losers | 36 | 28 | 44 | 36 | 28 | 44 |
Bars Traded | 5364 | 2303 | 3061 | 5364 | 2303 | 3061 |
Profit Streak | 13.0121 | 0 | 29.3455 | 13.0121 | 0 | 29.3455 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411292 | 383597 | -108257 | -48494 | -195845 | -71684 |
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{ "first_band": { "type": "dema", "factors": { "length": 34, "offset": 49 } }, "second_band": { "type": "hma", "factors": { "length": 240, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 34, "offset": 49 } }, "second_band": { "type": "hma", "factors": { "length": 240, "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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