Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 947742.5956 | 848237.0767 | 99505.5189 | 538721.3481 | -129713.7189 | 668435.067 |
Total P&L (%) | 947.7426 | 848.2371 | 99.5055 | 538.7213 | -129.7137 | 668.4351 |
Avg Daily Profit (%) | 0.4085 | 0.3656 | 0.0429 | 0.08 | 0 | 0.0879 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149444 | -150810 | -183232 | -1388741 | -1268663 | -477180 |
Profit Factor | 1.5768 | 1.9396 | 1.1344 | 1.0763 | 0.9688 | 1.2307 |
Total Trades | 480 | 240 | 240 | 480 | 240 | 240 |
Winning Trades | 149 | 64 | 85 | 149 | 64 | 85 |
Losing Trades | 331 | 176 | 155 | 331 | 176 | 155 |
Profitability (%) | 31.0417 | 26.6667 | 35.4167 | 31.0417 | 26.6667 | 35.4167 |
Ratio Avg Win / Avg Loss | 3.5028 | 5.334 | 2.0686 | 2.391 | 2.6643 | 2.2442 |
Largest Winning Trade | 457771 | 457771 | 45623 | 883644 | 883644 | 389023 |
Largest Losing Trade | -45490 | -45490 | -24431 | -238228 | -238228 | -190938 |
Avg Bars in Trades | 14 | 16 | 12 | 14 | 16 | 12 |
Avg Bars in Winners | 29 | 37 | 23 | 29 | 37 | 23 |
Avg Bars in Losers | 7 | 8 | 5 | 7 | 8 | 5 |
Bars Traded | 6816 | 3878 | 2938 | 6816 | 3878 | 2938 |
Profit Streak | 17.2652 | 0 | 19.2652 | 17.2652 | 0 | 19.2652 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312806 | -8354 | -211328 | -225256 | -599491 | -78506 |
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{ "first_band": { "type": "dema", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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