Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 929481.4666 | 617198.669 | 312282.7976 | 8861223.5083 | -549357.3789 | 9410580.8872 |
Total P&L (%) | 929.4815 | 617.1987 | 312.2828 | 8861.2235 | -549.3574 | 9410.5809 |
Avg Daily Profit (%) | 0.6284 | 0.4173 | 0.2111 | 0.3044 | 0 | 0.3084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95743 | -116029 | -68775 | -12339186 | -11908460 | -5372961 |
Profit Factor | 1.7714 | 1.9661 | 1.5516 | 1.1424 | 0.9844 | 1.3499 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 130 | 54 | 76 | 130 | 54 | 76 |
Losing Trades | 193 | 107 | 86 | 193 | 107 | 86 |
Profitability (%) | 40.2477 | 33.5404 | 46.9136 | 40.2477 | 33.5404 | 46.9136 |
Ratio Avg Win / Avg Loss | 2.6298 | 3.8959 | 1.7558 | 1.6961 | 1.9507 | 1.5276 |
Largest Winning Trade | 320273 | 320273 | 40534 | 5118588 | 5118588 | 3234271 |
Largest Losing Trade | -51450 | -21115 | -51450 | -2274784 | -2274784 | -1812004 |
Avg Bars in Trades | 27 | 28 | 25 | 27 | 28 | 25 |
Avg Bars in Winners | 41 | 42 | 39 | 41 | 42 | 39 |
Avg Bars in Losers | 18 | 21 | 13 | 18 | 21 | 13 |
Bars Traded | 8807 | 4609 | 4198 | 8807 | 4609 | 4198 |
Profit Streak | 11.1777 | 0 | 13.011 | 11.1777 | 0 | 13.011 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499329 | 280595 | 375405 | -55007 | -583835 | 375975 |
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{ "first_band": { "type": "dema", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 25, "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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