Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502502.0602 | 414661.8527 | 87840.2074 | 213903.0363 | -97918.7328 | 311821.7692 |
Total P&L (%) | 502.5021 | 414.6619 | 87.8402 | 213.903 | -97.9187 | 311.8218 |
Avg Daily Profit (%) | 0.2412 | 0.1991 | 0.0422 | 0.0549 | -0.1857 | 0.068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118785 | -151954 | -30995 | -917098 | -1076529 | -206995 |
Profit Factor | 2.0482 | 2.1154 | 1.816 | 1.0847 | 0.9514 | 1.6105 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 40 | 14 | 26 | 40 | 14 | 26 |
Losing Trades | 56 | 34 | 22 | 56 | 34 | 22 |
Profitability (%) | 41.6667 | 29.1667 | 54.1667 | 41.6667 | 29.1667 | 54.1667 |
Ratio Avg Win / Avg Loss | 2.8675 | 5.1374 | 1.5366 | 1.5186 | 2.3105 | 1.3628 |
Largest Winning Trade | 347721 | 347721 | 34380 | 849524 | 849524 | 136915 |
Largest Losing Trade | -32455 | -32455 | -30995 | -374142 | -374142 | -206995 |
Avg Bars in Trades | 254 | 455 | 53 | 254 | 455 | 53 |
Avg Bars in Winners | 369 | 947 | 58 | 369 | 947 | 58 |
Avg Bars in Losers | 171 | 252 | 46 | 171 | 252 | 46 |
Bars Traded | 24388 | 21842 | 2546 | 24388 | 21842 | 2546 |
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 | 334742 | 9865 | -132509 | -248766 | -589362 | -99614 |
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{ "first_band": { "type": "dcl", "factors": { "length": 225, "offset": 81 } }, "second_band": { "type": "dema", "factors": { "length": 169, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 225, "offset": 81 } }, "second_band": { "type": "dema", "factors": { "length": 169, "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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