Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439816.6211 | 567189.3696 | -127372.7485 | -62994.742 | 80617.3381 | -143612.0801 |
Total P&L (%) | 439.8166 | 567.1894 | -127.3727 | -62.9947 | 80.6173 | -143.6121 |
Avg Daily Profit (%) | 0.2035 | 0.2624 | -0.0589 | -0.046 | 0.0274 | 0 |
Buy And Hold Return (%) | 193.6585 | 193.6585 | 193.6585 | 193.6585 | 193.6585 | 193.6585 |
Max Trade Drawdown | -123715 | -130289 | -134224 | -145900 | -141496 | -143851 |
Profit Factor | 1.6328 | 2.5892 | 0.6233 | 0.9065 | 1.2284 | 0.5524 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 47.3118 | 48.9362 | 45.6522 | 47.3118 | 48.9362 | 45.6522 |
Ratio Avg Win / Avg Loss | 1.8184 | 2.7017 | 0.742 | 1.0095 | 1.2818 | 0.6576 |
Largest Winning Trade | 321038 | 321038 | 34382 | 107701 | 107701 | 31251 |
Largest Losing Trade | -57589 | -57589 | -46876 | -73346 | -73346 | -67747 |
Avg Bars in Trades | 86 | 94 | 78 | 86 | 94 | 78 |
Avg Bars in Winners | 115 | 132 | 97 | 115 | 132 | 97 |
Avg Bars in Losers | 60 | 58 | 62 | 60 | 58 | 62 |
Bars Traded | 8082 | 4455 | 3626 | 8082 | 4455 | 3626 |
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 | 175076 | 360039 | -582395 | -579908 | -322800 | -582395 |
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{ "first_band": { "type": "dema", "factors": { "length": 212, "offset": 230 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 99 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 212, "offset": 230 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 99 } } }
# | 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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