Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1757933.7961 | 1833587.7368 | -75653.9407 | -1373624.1944 | 3498169.2591 | -4871793.4535 |
Total P&L (%) | 1757.9338 | 1833.5877 | -75.6539 | -1373.6242 | 3498.1693 | -4871.7935 |
Avg Daily Profit (%) | 0.9796 | 1.0218 | -0.0422 | 0 | 0.1999 | 0 |
Buy And Hold Return (%) | 321.5569 | 321.5569 | 321.5569 | 321.5569 | 321.5569 | 321.5569 |
Max Trade Drawdown | -233903 | -143108 | -205807 | -8501489 | -3583912 | -7461515 |
Profit Factor | 3.4782 | 7.7135 | 0.8266 | 0.9332 | 1.5327 | 0.6517 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 40 | 15 | 25 | 80 | 44 | 36 |
Losing Trades | 81 | 45 | 36 | 41 | 16 | 25 |
Profitability (%) | 33.0579 | 25 | 40.9836 | 66.1157 | 73.3333 | 59.0164 |
Ratio Avg Win / Avg Loss | 7.0434 | 23.1404 | 1.1903 | 0.4783 | 0.5574 | 0.4526 |
Largest Winning Trade | 1205536 | 1205536 | 57847 | 1617411 | 1617411 | 925618 |
Largest Losing Trade | -169789 | -21134 | -169789 | -3434148 | -3434148 | -2804661 |
Avg Bars in Trades | 57 | 45 | 67 | 57 | 45 | 67 |
Avg Bars in Winners | 130 | 130 | 130 | 24 | 29 | 19 |
Avg Bars in Losers | 20 | 17 | 24 | 119 | 91 | 137 |
Bars Traded | 6900 | 2754 | 4146 | 6900 | 2754 | 4146 |
Profit Streak | 25.268 | 26.268 | 25.268 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510808 | -177233 | -743552 | -578367 | -158279 | -741289 |
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{ "first_band": { "type": "dema", "factors": { "length": 2, "offset": 236 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 2, "offset": 236 } }, "second_band": { "type": "ohlc4", "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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