Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661992.3136 | 490435.6078 | 171556.7059 | 1203362.7924 | 400696.3521 | 802666.4403 |
Total P&L (%) | 661.9923 | 490.4356 | 171.5567 | 1203.3628 | 400.6964 | 802.6664 |
Avg Daily Profit (%) | 0.4114 | 0.3048 | 0.1066 | 0.1597 | 0.1002 | 0.1368 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121063 | -120709 | -68489 | -872337 | -969548 | -357411 |
Profit Factor | 1.544 | 1.7761 | 1.2933 | 1.2131 | 1.1342 | 1.3017 |
Total Trades | 382 | 191 | 191 | 382 | 191 | 191 |
Winning Trades | 123 | 55 | 68 | 123 | 55 | 68 |
Losing Trades | 259 | 136 | 123 | 259 | 136 | 123 |
Profitability (%) | 32.199 | 28.7958 | 35.6021 | 32.199 | 28.7958 | 35.6021 |
Ratio Avg Win / Avg Loss | 3.2512 | 4.3917 | 2.3393 | 2.5545 | 2.8046 | 2.3546 |
Largest Winning Trade | 241368 | 241368 | 36421 | 547849 | 547849 | 401029 |
Largest Losing Trade | -25736 | -25736 | -22502 | -183014 | -183014 | -122847 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 26 | 26 | 25 | 26 | 26 | 25 |
Avg Bars in Losers | 5 | 6 | 4 | 5 | 6 | 4 |
Bars Traded | 4742 | 2429 | 2313 | 4742 | 2429 | 2313 |
Profit Streak | 20.0826 | 0 | 21.4159 | 20.0826 | 0 | 21.4159 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303775 | -477 | -53814 | 153532 | -143402 | -13062 |
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{ "first_band": { "type": "dema", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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