Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1951633.4935 | 1682624.618 | 269008.8754 | 24364884.7663 | -628793.2906 | 24993678.0569 |
Total P&L (%) | 1951.6335 | 1682.6246 | 269.0089 | 24364.8848 | -628.7933 | 24993.6781 |
Avg Daily Profit (%) | 0.8171 | 0.7045 | 0.1126 | 0.2305 | 0 | 0.2316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93332 | -86653 | -66780 | -26808430 | -22734486 | -8996579 |
Profit Factor | 3.9943 | 5.2025 | 2.0701 | 1.227 | 0.9911 | 1.6808 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 47.3684 | 47.3684 | 47.3684 | 47.3684 | 47.3684 | 47.3684 |
Ratio Avg Win / Avg Loss | 4.4381 | 5.7806 | 2.3001 | 1.3634 | 1.1012 | 1.8675 |
Largest Winning Trade | 976530 | 976530 | 63587 | 15915310 | 15392856 | 15915310 |
Largest Losing Trade | -43034 | -36130 | -43034 | -13456505 | -13456505 | -6543136 |
Avg Bars in Trades | 122 | 142 | 102 | 122 | 142 | 102 |
Avg Bars in Winners | 181 | 200 | 163 | 181 | 200 | 163 |
Avg Bars in Losers | 69 | 90 | 48 | 69 | 90 | 48 |
Bars Traded | 9321 | 5410 | 3911 | 9321 | 5410 | 3911 |
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 | -34562 | 694172 | -39711 | -46864 | -580121 | 377335 |
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{ "first_band": { "type": "dema", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 70, "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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