Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469642.9814 | 542465.2463 | -72822.2649 | -90291.2938 | -117520.6097 | 27229.3159 |
Total P&L (%) | 469.643 | 542.4652 | -72.8223 | -90.2913 | -117.5206 | 27.2293 |
Avg Daily Profit (%) | 0.1987 | 0.2295 | -0.0308 | -0.0986 | 0 | 0.0102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199423 | -177410 | -132064 | -429468 | -449880 | -154606 |
Profit Factor | 1.2634 | 1.4305 | 0.8608 | 0.9464 | 0.9057 | 1.0621 |
Total Trades | 412 | 206 | 206 | 412 | 206 | 206 |
Winning Trades | 177 | 87 | 90 | 177 | 87 | 90 |
Losing Trades | 235 | 119 | 116 | 235 | 119 | 116 |
Profitability (%) | 42.9612 | 42.233 | 43.6893 | 42.9612 | 42.233 | 43.6893 |
Ratio Avg Win / Avg Loss | 1.6773 | 1.9567 | 1.1095 | 1.2565 | 1.2389 | 1.369 |
Largest Winning Trade | 336448 | 336448 | 21629 | 173444 | 173444 | 45402 |
Largest Losing Trade | -56297 | -56297 | -25094 | -173638 | -173638 | -27199 |
Avg Bars in Trades | 34 | 60 | 7 | 34 | 60 | 7 |
Avg Bars in Winners | 39 | 70 | 8 | 39 | 70 | 8 |
Avg Bars in Losers | 30 | 52 | 6 | 30 | 52 | 6 |
Bars Traded | 14014 | 12464 | 1551 | 14014 | 12464 | 1551 |
Profit Streak | 0 | 14.1592 | 0 | 0 | 14.1592 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 287887 | 301650 | -580764 | -579695 | -581014 | -336421 |
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{ "first_band": { "type": "dema", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 10, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 10, "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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