Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1308404.9191 | 1255397.46 | 53007.4591 | 1978621.2803 | 527268.7833 | 1451352.497 |
Total P&L (%) | 1308.4049 | 1255.3975 | 53.0075 | 1978.6213 | 527.2688 | 1451.3525 |
Avg Daily Profit (%) | 0.6987 | 0.6704 | 0.0283 | 0.1622 | 0.0981 | 0.1465 |
Buy And Hold Return (%) | 442.3348 | 442.3348 | 442.3348 | 442.3348 | 442.3348 | 442.3348 |
Max Trade Drawdown | -107013 | -93925 | -139910 | -1230475 | -1284774 | -582333 |
Profit Factor | 2.8246 | 4.2067 | 1.1628 | 1.3093 | 1.1335 | 1.5929 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 36.7816 | 29.5455 | 44.186 | 36.7816 | 29.5455 | 44.186 |
Ratio Avg Win / Avg Loss | 4.8547 | 10.0313 | 1.4688 | 2.2504 | 2.703 | 2.0121 |
Largest Winning Trade | 596412 | 596412 | 57127 | 1325436 | 1325436 | 1049381 |
Largest Losing Trade | -54223 | -47685 | -54223 | -538523 | -538523 | -230303 |
Avg Bars in Trades | 41 | 45 | 38 | 41 | 45 | 38 |
Avg Bars in Winners | 68 | 74 | 64 | 68 | 74 | 64 |
Avg Bars in Losers | 26 | 32 | 18 | 26 | 32 | 18 |
Bars Traded | 3635 | 1980 | 1655 | 3635 | 1980 | 1655 |
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 | 346876 | 226586 | -364499 | 81232 | -249895 | 32165 |
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{ "first_band": { "type": "dema", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 27, "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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