Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68583.7988 | 202153.2702 | -133569.4714 | 237695.9221 | 255950.3679 | -18254.4458 |
Total P&L (%) | 68.5838 | 202.1533 | -133.5695 | 237.6959 | 255.9504 | -18.2544 |
Avg Daily Profit (%) | 0.0551 | 0.1625 | -0.1074 | 0.0979 | 0.1021 | -0.0162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -340968 | -54020 | -321377 | -356254 | -112249 | -404705 |
Profit Factor | 1.0969 | 2.0906 | 0.7444 | 1.2647 | 2.0532 | 0.9721 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 72 | 35 | 37 | 72 | 36 | 36 |
Losing Trades | 24 | 13 | 11 | 24 | 12 | 12 |
Profitability (%) | 75 | 72.9167 | 77.0833 | 75 | 75 | 75 |
Ratio Avg Win / Avg Loss | 0.3656 | 0.7765 | 0.2213 | 0.4216 | 0.6844 | 0.324 |
Largest Winning Trade | 28327 | 28327 | 23650 | 248128 | 40994 | 248128 |
Largest Losing Trade | -255496 | -38767 | -255496 | -325318 | -88214 | -325318 |
Avg Bars in Trades | 149 | 160 | 137 | 149 | 160 | 137 |
Avg Bars in Winners | 95 | 102 | 89 | 111 | 123 | 100 |
Avg Bars in Losers | 310 | 317 | 301 | 261 | 273 | 250 |
Bars Traded | 14326 | 7711 | 6615 | 14326 | 7711 | 6615 |
Profit Streak | 22.4867 | 22.4867 | 42.9867 | 22.4867 | 22.4867 | 42.9867 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -229718 | 453579 | -575756 | -58786 | -51124 | -576026 |
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{ "first_band": { "type": "dema", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 180, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 180, "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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