Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1479944.9425 | 1641920.0783 | -161975.1359 | -95551.4683 | 33703.9325 | -129255.4009 |
Total P&L (%) | 1479.9449 | 1641.9201 | -161.9751 | -95.5515 | 33.7039 | -129.2554 |
Avg Daily Profit (%) | 0.824 | 0.9142 | -0.0902 | -0.1732 | 0.0162 | 0 |
Buy And Hold Return (%) | 188.9767 | 188.9767 | 188.9767 | 188.9767 | 188.9767 | 188.9767 |
Max Trade Drawdown | -265666 | -151278 | -316250 | -91184 | -10347 | -110031 |
Profit Factor | 2.5711 | 4.9895 | 0.6946 | 0.4775 | 1.9202 | 0.1163 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 34.6939 | 32.6531 | 36.7347 | 34.6939 | 32.6531 | 36.7347 |
Ratio Avg Win / Avg Loss | 4.8397 | 10.2908 | 1.1963 | 0.8989 | 3.9605 | 0.2002 |
Largest Winning Trade | 1646533 | 1646533 | 56132 | 49630 | 49630 | 2892 |
Largest Losing Trade | -90206 | -37745 | -90206 | -82694 | -18213 | -82694 |
Avg Bars in Trades | 70 | 75 | 65 | 70 | 75 | 65 |
Avg Bars in Winners | 126 | 124 | 129 | 126 | 124 | 129 |
Avg Bars in Losers | 40 | 52 | 27 | 40 | 52 | 27 |
Bars Traded | 6904 | 3712 | 3192 | 6904 | 3712 | 3192 |
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 | 446321 | 518492 | -584173 | -586469 | -340022 | -585562 |
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{ "first_band": { "type": "dema", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 31, "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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