Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126176.0628 | 61767.9276 | 64408.1352 | 201378.0099 | 99116.5727 | 102261.4372 |
Total P&L (%) | 126.1761 | 61.7679 | 64.4081 | 201.378 | 99.1166 | 102.2614 |
Avg Daily Profit (%) | 0.4845 | 0.2372 | 0.2473 | 0.4245 | 0.2648 | 0.2708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24751 | -22665 | -26396 | -55607 | -32627 | -59482 |
Profit Factor | 1.7571 | 1.8027 | 1.718 | 1.6703 | 1.767 | 1.5973 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 114 | 54 | 60 | 114 | 54 | 60 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 77.551 | 73.9726 | 81.0811 | 77.551 | 73.9726 | 81.0811 |
Ratio Avg Win / Avg Loss | 0.5086 | 0.6343 | 0.4009 | 0.4835 | 0.6217 | 0.3727 |
Largest Winning Trade | 17231 | 11035 | 17231 | 44298 | 17479 | 44298 |
Largest Losing Trade | -17880 | -13300 | -17880 | -41753 | -21004 | -41753 |
Avg Bars in Trades | 165 | 163 | 168 | 165 | 163 | 168 |
Avg Bars in Winners | 97 | 93 | 100 | 97 | 93 | 100 |
Avg Bars in Losers | 402 | 361 | 458 | 402 | 361 | 458 |
Bars Traded | 24381 | 11917 | 12464 | 24381 | 11917 | 12464 |
Profit Streak | 4.9598 | 4.9598 | 7.1577 | 4.9598 | 4.9598 | 7.1577 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543620 | -60789 | -51883 | 519129 | -60073 | -51553 |
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{ "first_band": { "type": "dema", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 247, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 247, "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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