Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 888619.2243 | 753035.739 | 135583.4853 | 714900.0404 | -1533303.8035 | 2248203.8439 |
Total P&L (%) | 888.6192 | 753.0357 | 135.5835 | 714.9 | -1533.3038 | 2248.2038 |
Avg Daily Profit (%) | 0.3772 | 0.3197 | 0.0576 | 0.0891 | 0 | 0.1341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133853 | -125309 | -66052 | -3505585 | -4670375 | -1264994 |
Profit Factor | 1.8049 | 2.0604 | 1.3443 | 1.0378 | 0.8776 | 1.3529 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 84 | 36 | 48 | 84 | 36 | 48 |
Losing Trades | 162 | 87 | 75 | 162 | 87 | 75 |
Profitability (%) | 34.1463 | 29.2683 | 39.0244 | 34.1463 | 29.2683 | 39.0244 |
Ratio Avg Win / Avg Loss | 3.4809 | 4.9792 | 2.1005 | 2.0015 | 2.1208 | 2.114 |
Largest Winning Trade | 345203 | 345203 | 50060 | 2334995 | 2334995 | 1105840 |
Largest Losing Trade | -44606 | -44606 | -25897 | -1354893 | -1354893 | -626781 |
Avg Bars in Trades | 28 | 39 | 16 | 28 | 39 | 16 |
Avg Bars in Winners | 51 | 77 | 32 | 51 | 77 | 32 |
Avg Bars in Losers | 16 | 24 | 6 | 16 | 24 | 6 |
Bars Traded | 6919 | 4880 | 2039 | 6919 | 4880 | 2039 |
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 | 301532 | 62891 | -118817 | -255992 | -589230 | -16323 |
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{ "first_band": { "type": "dema", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 4, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 4, "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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