Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 949257.5209 | 843458.9235 | 105798.5975 | 389634.2893 | -398777.7995 | 788412.0887 |
Total P&L (%) | 949.2575 | 843.4589 | 105.7986 | 389.6343 | -398.7778 | 788.4121 |
Avg Daily Profit (%) | 0.4091 | 0.3635 | 0.0456 | 0.0685 | 0 | 0.0942 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132523 | -143254 | -159449 | -1622300 | -1589347 | -498372 |
Profit Factor | 1.5998 | 1.9384 | 1.1547 | 1.0436 | 0.9291 | 1.2384 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 119 | 49 | 70 | 119 | 49 | 70 |
Losing Trades | 255 | 138 | 117 | 255 | 138 | 117 |
Profitability (%) | 31.8182 | 26.2032 | 37.4332 | 31.8182 | 26.2032 | 37.4332 |
Ratio Avg Win / Avg Loss | 3.4282 | 5.4592 | 1.93 | 2.2363 | 2.6167 | 2.0699 |
Largest Winning Trade | 457434 | 457434 | 45743 | 1075813 | 1075813 | 309219 |
Largest Losing Trade | -43051 | -43051 | -19184 | -489530 | -489530 | -157055 |
Avg Bars in Trades | 12 | 13 | 10 | 12 | 13 | 10 |
Avg Bars in Winners | 24 | 29 | 20 | 24 | 29 | 20 |
Avg Bars in Losers | 6 | 8 | 4 | 6 | 8 | 4 |
Bars Traded | 4570 | 2587 | 1982 | 4570 | 2587 | 1982 |
Profit Streak | 17.668 | 0 | 19.668 | 17.668 | 0 | 19.668 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308908 | -10693 | -184863 | -277207 | -601810 | -69636 |
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{ "first_band": { "type": "dema", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "ohlc4", "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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