Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1944483.6321 | 1819276.5475 | 125207.0846 | 590709.055 | 310740.8551 | 279968.1999 |
Total P&L (%) | 1944.4836 | 1819.2765 | 125.2071 | 590.7091 | 310.7409 | 279.9682 |
Avg Daily Profit (%) | 0.8269 | 0.7737 | 0.0532 | 0.0822 | 0.0601 | 0.0568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190736 | -181470 | -53016 | -3184495 | -2929105 | -985377 |
Profit Factor | 3.5698 | 4.0958 | 1.7408 | 1.082 | 1.0601 | 1.1376 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 70 | 29 | 41 | 70 | 29 | 41 |
Losing Trades | 77 | 44 | 33 | 77 | 44 | 33 |
Profitability (%) | 47.619 | 39.726 | 55.4054 | 47.619 | 39.726 | 55.4054 |
Ratio Avg Win / Avg Loss | 3.9268 | 6.2143 | 1.4012 | 1.1902 | 1.6084 | 0.9157 |
Largest Winning Trade | 1783840 | 1783840 | 36056 | 2218239 | 2218239 | 362317 |
Largest Losing Trade | -42440 | -42440 | -23465 | -701656 | -701656 | -443940 |
Avg Bars in Trades | 61 | 102 | 20 | 61 | 102 | 20 |
Avg Bars in Winners | 64 | 120 | 25 | 64 | 120 | 25 |
Avg Bars in Losers | 57 | 90 | 14 | 57 | 90 | 14 |
Bars Traded | 8972 | 7477 | 1495 | 8972 | 7477 | 1495 |
Profit Streak | 0 | 96.1851 | 0 | 0 | 96.1851 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 698344 | -54922 | -182824 | -213642 | -340978 | -251078 |
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{ "first_band": { "type": "dema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 17, "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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