Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177780.0089 | 125874.6247 | 51905.3841 | 225622.9246 | 181009.2406 | 44613.6839 |
Total P&L (%) | 177.78 | 125.8746 | 51.9054 | 225.6229 | 181.0092 | 44.6137 |
Avg Daily Profit (%) | 0.6827 | 0.4834 | 0.1993 | 0.4544 | 0.3975 | 0.1418 |
Buy And Hold Return (%) | 13.31 | 13.31 | 13.31 | 13.31 | 13.31 | 13.31 |
Max Trade Drawdown | -33860 | -34984 | -19979 | -98731 | -70465 | -69127 |
Profit Factor | 1.7054 | 1.8542 | 1.4959 | 1.3324 | 1.4759 | 1.1496 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 44 | 42 | 46 | 44 | 42 | 46 |
Ratio Avg Win / Avg Loss | 2.1705 | 2.5605 | 1.7561 | 1.6958 | 2.0381 | 1.3495 |
Largest Winning Trade | 83967 | 83967 | 26643 | 100104 | 100104 | 53068 |
Largest Losing Trade | -13707 | -12181 | -13707 | -37526 | -34046 | -37526 |
Avg Bars in Trades | 245 | 265 | 226 | 245 | 265 | 226 |
Avg Bars in Winners | 378 | 419 | 341 | 378 | 419 | 341 |
Avg Bars in Losers | 141 | 153 | 129 | 141 | 153 | 129 |
Bars Traded | 24589 | 13251 | 11338 | 24589 | 13251 | 11338 |
Profit Streak | 4.2808 | 0 | 9.2391 | 4.2808 | 0 | 9.2391 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416060 | -171000 | -174197 | 279629 | -172982 | -244505 |
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{ "first_band": { "type": "dema", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 211, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 211, "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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