Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1706844.7817 | 1575678.1415 | 131166.6402 | 4282617.3153 | 1082657.9159 | 3199959.3993 |
Total P&L (%) | 1706.8448 | 1575.6781 | 131.1666 | 4282.6173 | 1082.6579 | 3199.9594 |
Avg Daily Profit (%) | 0.9183 | 0.8477 | 0.0706 | 0.2036 | 0.133 | 0.1883 |
Buy And Hold Return (%) | 89.2371 | 89.2371 | 89.2371 | 89.2371 | 89.2371 | 89.2371 |
Max Trade Drawdown | -110978 | -53626 | -100703 | -4411006 | -3730786 | -1567888 |
Profit Factor | 4.4134 | 7.5613 | 1.5047 | 1.2937 | 1.1289 | 1.5172 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 37.234 | 34.0426 | 40.4255 | 37.234 | 34.0426 | 40.4255 |
Ratio Avg Win / Avg Loss | 7.4398 | 14.65 | 2.2175 | 2.1808 | 2.1873 | 2.2359 |
Largest Winning Trade | 1408925 | 1408925 | 63573 | 2790202 | 2450586 | 2790202 |
Largest Losing Trade | -32421 | -16598 | -32421 | -1161179 | -1161179 | -719907 |
Avg Bars in Trades | 75 | 80 | 70 | 75 | 80 | 70 |
Avg Bars in Winners | 133 | 138 | 129 | 133 | 138 | 129 |
Avg Bars in Losers | 41 | 50 | 31 | 41 | 50 | 31 |
Bars Traded | 7098 | 3773 | 3325 | 7098 | 3773 | 3325 |
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 | 573102 | 562000 | -119510 | 162385 | -98776 | 245445 |
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{ "first_band": { "type": "dema", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 29, "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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