Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182187.3403 | 227680.0479 | -45492.7076 | -597145.837 | -249315.153 | -347830.684 |
Total P&L (%) | 182.1873 | 227.68 | -45.4927 | -597.1458 | -249.3152 | -347.8307 |
Avg Daily Profit (%) | 0.1476 | 0.1845 | -0.0369 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92939 | -54106 | -98635 | -479991 | -266909 | -273199 |
Profit Factor | 1.2926 | 2.3644 | 0.9002 | 0.5269 | 0.5108 | 0.5378 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 77 | 39 | 38 | 21 | 10 | 11 |
Losing Trades | 22 | 10 | 12 | 78 | 39 | 39 |
Profitability (%) | 77.7778 | 79.5918 | 76 | 21.2121 | 20.4082 | 22 |
Ratio Avg Win / Avg Loss | 0.3693 | 0.6062 | 0.2843 | 1.957 | 1.9922 | 1.9066 |
Largest Winning Trade | 25770 | 24734 | 25770 | 183576 | 95061 | 183576 |
Largest Losing Trade | -216119 | -32881 | -216119 | -216119 | -59393 | -216119 |
Avg Bars in Trades | 142 | 157 | 126 | 142 | 157 | 126 |
Avg Bars in Winners | 81 | 93 | 69 | 345 | 406 | 290 |
Avg Bars in Losers | 353 | 406 | 308 | 87 | 93 | 80 |
Bars Traded | 14071 | 7727 | 6344 | 14071 | 7727 | 6344 |
Profit Streak | 29.1606 | 84.3272 | 29.1606 | 0 | 0 | 0 |
Trades During Streak | 4 | 4 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 288819 | 524006 | -756457 | -624246 | -628234 | -801370 |
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{ "first_band": { "type": "dema", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 241, "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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