Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1067083.4239 | 950661.0006 | 116422.4233 | 6758554.3195 | 5733317.0575 | 1025237.262 |
Total P&L (%) | 1067.0834 | 950.661 | 116.4224 | 6758.5543 | 5733.3171 | 1025.2373 |
Avg Daily Profit (%) | 0.4864 | 0.4333 | 0.0531 | 0.1929 | 0.1855 | 0.1104 |
Buy And Hold Return (%) | 492.2734 | 492.2734 | 492.2734 | 492.2734 | 492.2734 | 492.2734 |
Max Trade Drawdown | -116739 | -147670 | -102411 | -1990266 | -1891467 | -1283446 |
Profit Factor | 2.6587 | 3.7633 | 1.389 | 1.8301 | 2.1654 | 1.3181 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 48.9796 | 42.8571 | 55.102 | 48.9796 | 42.8571 | 55.102 |
Ratio Avg Win / Avg Loss | 2.7694 | 5.0177 | 1.1318 | 1.9063 | 2.8872 | 1.074 |
Largest Winning Trade | 413044 | 413044 | 49507 | 4188247 | 4188247 | 1015194 |
Largest Losing Trade | -54494 | -35178 | -54494 | -925846 | -925846 | -925378 |
Avg Bars in Trades | 131 | 143 | 119 | 131 | 143 | 119 |
Avg Bars in Winners | 171 | 187 | 158 | 171 | 187 | 158 |
Avg Bars in Losers | 93 | 109 | 71 | 93 | 109 | 71 |
Bars Traded | 12870 | 7011 | 5859 | 12870 | 7011 | 5859 |
Profit Streak | 0 | 0 | 172.0105 | 0 | 0 | 172.0105 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347389 | 248058 | -285478 | 407285 | 336663 | -49622 |
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{ "first_band": { "type": "dema", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 95, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 95, "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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