Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336392.9831 | 247114.8293 | 89278.1538 | 577368.6593 | 334282.1065 | 243086.5528 |
Total P&L (%) | 336.393 | 247.1148 | 89.2782 | 577.3687 | 334.2821 | 243.0866 |
Avg Daily Profit (%) | 0.2354 | 0.1729 | 0.0625 | 0.1339 | 0.1028 | 0.0863 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42727 | -41470 | -27627 | -204765 | -136184 | -68580 |
Profit Factor | 2.0224 | 2.1701 | 1.7577 | 1.8814 | 1.8115 | 2 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 56.25 | 59.375 | 53.125 | 56.25 | 59.375 | 53.125 |
Ratio Avg Win / Avg Loss | 1.573 | 1.4848 | 1.5509 | 1.4633 | 1.2394 | 1.7647 |
Largest Winning Trade | 100790 | 100790 | 32196 | 187188 | 187188 | 131753 |
Largest Losing Trade | -32318 | -32318 | -15325 | -136184 | -136184 | -68580 |
Avg Bars in Trades | 63 | 68 | 58 | 63 | 68 | 58 |
Avg Bars in Winners | 76 | 75 | 77 | 76 | 75 | 77 |
Avg Bars in Losers | 45 | 57 | 35 | 45 | 57 | 35 |
Bars Traded | 4038 | 2176 | 1862 | 4038 | 2176 | 1862 |
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 | -130922 | 417225 | -105818 | -154042 | -52238 | -73582 |
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{ "first_band": { "type": "dema", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 66, "offset": 0, "poles": 2 } } }
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# | 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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