Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394591.6237 | 351269.5469 | 43322.0768 | 143185.6229 | 1422398.1926 | -1279212.5697 |
Total P&L (%) | 394.5916 | 351.2695 | 43.3221 | 143.1856 | 1422.3982 | -1279.2126 |
Avg Daily Profit (%) | 0.2796 | 0.2489 | 0.0307 | 0.063 | 0.1931 | 0 |
Buy And Hold Return (%) | 10.9038 | 10.9038 | 10.9038 | 10.9038 | 10.9038 | 10.9038 |
Max Trade Drawdown | -144712 | -117482 | -195844 | -3768436 | -2995280 | -2885891 |
Profit Factor | 1.1919 | 1.3665 | 1.0395 | 1.0054 | 1.1109 | 0.9054 |
Total Trades | 693 | 347 | 346 | 693 | 347 | 346 |
Winning Trades | 387 | 193 | 194 | 387 | 193 | 194 |
Losing Trades | 306 | 154 | 152 | 306 | 154 | 152 |
Profitability (%) | 55.8442 | 55.6196 | 56.0694 | 55.8442 | 55.6196 | 56.0694 |
Ratio Avg Win / Avg Loss | 0.9424 | 1.0904 | 0.8144 | 0.795 | 0.8864 | 0.7094 |
Largest Winning Trade | 42731 | 28542 | 42731 | 489259 | 475822 | 489259 |
Largest Losing Trade | -51154 | -46816 | -51154 | -793771 | -732920 | -793771 |
Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Winners | 19 | 19 | 18 | 19 | 19 | 18 |
Avg Bars in Losers | 30 | 30 | 30 | 30 | 30 | 30 |
Bars Traded | 16842 | 8512 | 8330 | 16842 | 8512 | 8330 |
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 | 67020 | 388602 | -330592 | -320384 | -89949 | -578459 |
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{ "first_band": { "type": "dema", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 59, "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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