Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1275281.927 | 1256987.2092 | 18294.7178 | 1157613.9987 | 1147151.4111 | 10462.5875 |
Total P&L (%) | 1275.2819 | 1256.9872 | 18.2947 | 1157.614 | 1147.1514 | 10.4626 |
Avg Daily Profit (%) | 0.7018 | 0.6917 | 0.0101 | 0.1394 | 0.139 | 0.0055 |
Buy And Hold Return (%) | 613.7994 | 613.7994 | 613.7994 | 613.7994 | 613.7994 | 613.7994 |
Max Trade Drawdown | -117275 | -133815 | -20926 | -959610 | -989925 | -228877 |
Profit Factor | 3.4738 | 3.8011 | 1.2739 | 1.3094 | 1.3484 | 1.0233 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 42.2222 | 35.8209 | 48.5294 | 42.2222 | 35.8209 | 48.5294 |
Ratio Avg Win / Avg Loss | 4.7536 | 6.8104 | 1.3512 | 1.7918 | 2.4159 | 1.0853 |
Largest Winning Trade | 1070113 | 1070113 | 11098 | 1094108 | 1094108 | 77878 |
Largest Losing Trade | -40682 | -40682 | -14486 | -568487 | -568487 | -161328 |
Avg Bars in Trades | 53 | 105 | 1 | 53 | 105 | 1 |
Avg Bars in Winners | 62 | 144 | 2 | 62 | 144 | 2 |
Avg Bars in Losers | 46 | 83 | 1 | 46 | 83 | 1 |
Bars Traded | 7172 | 7050 | 122 | 7172 | 7050 | 122 |
Profit Streak | 61.9698 | 62.9698 | 61.9698 | 61.9698 | 62.9698 | 61.9698 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392665 | -109326 | -454429 | -14587 | -135298 | -655345 |
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{ "first_band": { "type": "dcl", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 15, "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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