Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1051865.1427 | 993771.0263 | 58094.1164 | 1055298.5431 | 1450373.7361 | -395075.193 |
Total P&L (%) | 1051.8651 | 993.771 | 58.0941 | 1055.2985 | 1450.3737 | -395.0752 |
Avg Daily Profit (%) | 0.5609 | 0.5299 | 0.031 | 0.1306 | 0.1463 | 0 |
Buy And Hold Return (%) | 299.8383 | 299.8383 | 299.8383 | 299.8383 | 299.8383 | 299.8383 |
Max Trade Drawdown | -143959 | -145714 | -41845 | -6194740 | -4439034 | -1971364 |
Profit Factor | 3.5837 | 4.1623 | 1.6256 | 1.1082 | 1.2138 | 0.8668 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 46.9697 | 36.3636 | 57.5758 | 46.9697 | 36.3636 | 57.5758 |
Ratio Avg Win / Avg Loss | 4.0461 | 7.2839 | 1.1978 | 1.2512 | 2.1242 | 0.6387 |
Largest Winning Trade | 693252 | 693252 | 28079 | 4422246 | 4422246 | 938857 |
Largest Losing Trade | -59419 | -59419 | -27007 | -2091736 | -2091736 | -1725714 |
Avg Bars in Trades | 162 | 272 | 52 | 162 | 272 | 52 |
Avg Bars in Winners | 198 | 420 | 58 | 198 | 420 | 58 |
Avg Bars in Losers | 130 | 188 | 43 | 130 | 188 | 43 |
Bars Traded | 10722 | 9005 | 1717 | 10722 | 9005 | 1717 |
Profit Streak | 0 | 92.6991 | 0 | 0 | 92.6991 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114736 | 375754 | -314356 | -252365 | -2938 | -579820 |
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{ "first_band": { "type": "dema", "factors": { "length": 173, "offset": 209 } }, "second_band": { "type": "dcu", "factors": { "length": 203, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 173, "offset": 209 } }, "second_band": { "type": "dcu", "factors": { "length": 203, "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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