Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416963.9591 | 277536.7554 | 139427.2037 | 45129.8769 | -62956.8673 | 108086.7442 |
Total P&L (%) | 416.964 | 277.5368 | 139.4272 | 45.1299 | -62.9569 | 108.0867 |
Avg Daily Profit (%) | 0.2175 | 0.1448 | 0.0727 | 0.0194 | -0.0518 | 0.0382 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120804 | -101911 | -122590 | -1126772 | -840985 | -555213 |
Profit Factor | 1.4425 | 1.6138 | 1.2845 | 1.0124 | 0.9662 | 1.0607 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 95 | 43 | 52 | 95 | 43 | 52 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 63.3333 | 57.3333 | 69.3333 | 63.3333 | 57.3333 | 69.3333 |
Ratio Avg Win / Avg Loss | 0.8351 | 1.201 | 0.5681 | 0.5861 | 0.7191 | 0.4692 |
Largest Winning Trade | 47844 | 46061 | 47844 | 232854 | 191568 | 232854 |
Largest Losing Trade | -67729 | -54936 | -67729 | -512292 | -305288 | -512292 |
Avg Bars in Trades | 37 | 34 | 40 | 37 | 34 | 40 |
Avg Bars in Winners | 28 | 22 | 33 | 28 | 22 | 33 |
Avg Bars in Losers | 52 | 49 | 56 | 52 | 49 | 56 |
Bars Traded | 5620 | 2558 | 3062 | 5620 | 2558 | 3062 |
Profit Streak | 0 | 105.5042 | 0 | 0 | 105.5042 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344627 | -52158 | -151699 | -374728 | -635076 | -351428 |
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{ "first_band": { "type": "dema", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 88, "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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