Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836250.4191 | 631028.3195 | 205222.0996 | 2382524.1548 | 936841.6251 | 1445682.5298 |
Total P&L (%) | 836.2504 | 631.0283 | 205.2221 | 2382.5242 | 936.8416 | 1445.6825 |
Avg Daily Profit (%) | 0.5197 | 0.3922 | 0.1275 | 0.1998 | 0.1455 | 0.1703 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110387 | -83507 | -84587 | -1203493 | -1359372 | -722122 |
Profit Factor | 1.7728 | 2.0673 | 1.4181 | 1.301 | 1.2161 | 1.4038 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 99 | 41 | 58 | 99 | 41 | 58 |
Losing Trades | 225 | 121 | 104 | 225 | 121 | 104 |
Profitability (%) | 30.5556 | 25.3086 | 35.8025 | 30.5556 | 25.3086 | 35.8025 |
Ratio Avg Win / Avg Loss | 4.0291 | 6.101 | 2.5428 | 2.9568 | 3.5889 | 2.5171 |
Largest Winning Trade | 342479 | 342479 | 37673 | 1050363 | 1050363 | 606698 |
Largest Losing Trade | -28842 | -28842 | -20589 | -309359 | -309359 | -193487 |
Avg Bars in Trades | 14 | 15 | 14 | 14 | 15 | 14 |
Avg Bars in Winners | 32 | 35 | 30 | 32 | 35 | 30 |
Avg Bars in Losers | 6 | 8 | 5 | 6 | 8 | 5 |
Bars Traded | 4742 | 2437 | 2305 | 4742 | 2437 | 2305 |
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 | 307531 | -14273 | -25778 | 131306 | -25643 | 167867 |
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{ "first_band": { "type": "dema", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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