Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322994.3551 | 39677.6384 | 283316.7167 | 111026.2089 | 77228.6529 | 33797.5561 |
Total P&L (%) | 322.9944 | 39.6776 | 283.3167 | 111.0262 | 77.2287 | 33.7976 |
Avg Daily Profit (%) | 0.2119 | 0.026 | 0.1858 | 0.049 | 0.0375 | 0.0191 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164060 | -117868 | -105938 | -1108635 | -289338 | -882210 |
Profit Factor | 1.5324 | 1.1166 | 2.063 | 1.0563 | 1.1006 | 1.0281 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 150 | 69 | 81 | 150 | 69 | 81 |
Losing Trades | 36 | 24 | 12 | 36 | 24 | 12 |
Profitability (%) | 80.6452 | 74.1935 | 87.0968 | 80.6452 | 74.1935 | 87.0968 |
Ratio Avg Win / Avg Loss | 0.3678 | 0.3884 | 0.3056 | 0.2535 | 0.3828 | 0.1523 |
Largest Winning Trade | 34891 | 34891 | 29278 | 176569 | 176569 | 171113 |
Largest Losing Trade | -74203 | -49512 | -74203 | -704792 | -197443 | -704792 |
Avg Bars in Trades | 15 | 13 | 18 | 15 | 13 | 18 |
Avg Bars in Winners | 9 | 6 | 12 | 9 | 6 | 12 |
Avg Bars in Losers | 41 | 34 | 55 | 41 | 34 | 55 |
Bars Traded | 2918 | 1237 | 1681 | 2918 | 1237 | 1681 |
Profit Streak | 60.1164 | 95.1164 | 60.1164 | 60.1164 | 95.1164 | 60.1164 |
Trades During Streak | 22 | 13 | 11 | 22 | 13 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526107 | -249173 | 545490 | -280671 | -249244 | -354915 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 107, "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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