Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233116.0886 | 230532.7211 | 2583.3675 | -1542456.969 | -1229659.5095 | -312797.4596 |
Total P&L (%) | 233.1161 | 230.5327 | 2.5834 | -1542.457 | -1229.6595 | -312.7975 |
Avg Daily Profit (%) | 0.1631 | 0.1613 | 0.0018 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215663 | -53637 | -192387 | -2268385 | -1363658 | -1077161 |
Profit Factor | 1.5071 | 2.439 | 1.0086 | 0.5622 | 0.3447 | 0.8101 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 45 | 22 | 23 | 35 | 19 | 16 |
Losing Trades | 30 | 15 | 15 | 40 | 18 | 22 |
Profitability (%) | 60 | 59.4595 | 60.5263 | 46.6667 | 51.3514 | 42.1053 |
Ratio Avg Win / Avg Loss | 1.0047 | 1.6629 | 0.6578 | 0.6426 | 0.3266 | 1.1139 |
Largest Winning Trade | 101361 | 101361 | 47095 | 1006461 | 202636 | 1006461 |
Largest Losing Trade | -191289 | -29279 | -191289 | -490388 | -454180 | -490388 |
Avg Bars in Trades | 53 | 62 | 44 | 53 | 62 | 44 |
Avg Bars in Winners | 45 | 48 | 43 | 56 | 57 | 54 |
Avg Bars in Losers | 65 | 84 | 45 | 50 | 68 | 36 |
Bars Traded | 4001 | 2326 | 1675 | 4001 | 2326 | 1675 |
Profit Streak | 77.245 | 0 | 246.5783 | 0 | 80.245 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50490 | 474104 | -566125 | -643351 | -580039 | -582168 |
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{ "first_band": { "type": "dema", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 165 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 165 } } }
# | 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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