Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79496.0847 | 193177.6299 | -113681.5451 | -126696.4088 | -42636.9018 | -84059.5069 |
Total P&L (%) | 79.4961 | 193.1776 | -113.6815 | -126.6964 | -42.6369 | -84.0595 |
Avg Daily Profit (%) | 0.0644 | 0.1565 | -0.0921 | 0 | -0.045 | -0.1487 |
Buy And Hold Return (%) | 10.9715 | 10.9715 | 10.9715 | 10.9715 | 10.9715 | 10.9715 |
Max Trade Drawdown | -90665 | -49207 | -98671 | -44963 | -34108 | -34848 |
Profit Factor | 1.1145 | 1.9658 | 0.77 | 0.653 | 0.6045 | 0.6733 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 51 | 25 | 26 | 33 | 17 | 16 |
Losing Trades | 34 | 17 | 17 | 52 | 25 | 27 |
Profitability (%) | 60 | 59.5238 | 60.4651 | 38.8235 | 40.4762 | 37.2093 |
Ratio Avg Win / Avg Loss | 0.743 | 1.3368 | 0.5035 | 1.029 | 0.8889 | 1.1362 |
Largest Winning Trade | 57984 | 57984 | 42629 | 82539 | 17110 | 82539 |
Largest Losing Trade | -152297 | -39911 | -152297 | -152297 | -30324 | -152297 |
Avg Bars in Trades | 83 | 76 | 90 | 83 | 76 | 90 |
Avg Bars in Winners | 67 | 54 | 79 | 106 | 109 | 102 |
Avg Bars in Losers | 108 | 109 | 108 | 69 | 54 | 83 |
Bars Traded | 7128 | 3225 | 3903 | 7128 | 3225 | 3903 |
Profit Streak | 13.7755 | 0 | 37.7755 | 0 | 46.7755 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -200776 | 401413 | -578825 | -583230 | -583879 | -584034 |
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{ "first_band": { "type": "dema", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 181, "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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