Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1854450.9369 | 1873990.6471 | -19539.7102 | 58023.5112 | 69978.2959 | -11954.7847 |
Total P&L (%) | 1854.4509 | 1873.9906 | -19.5397 | 58.0235 | 69.9783 | -11.9548 |
Avg Daily Profit (%) | 0.8223 | 0.8309 | -0.0087 | 0.0203 | 0.0235 | -0.0056 |
Buy And Hold Return (%) | 142.8076 | 142.8076 | 142.8076 | 142.8076 | 142.8076 | 142.8076 |
Max Trade Drawdown | -133224 | -141118 | -37140 | -1446960 | -1475991 | -179906 |
Profit Factor | 3.9281 | 4.3113 | 0.7101 | 1.0172 | 1.0231 | 0.9651 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 52.9412 | 55.814 | 50 | 52.9412 | 55.814 | 50 |
Ratio Avg Win / Avg Loss | 3.4916 | 3.4131 | 0.7101 | 0.9042 | 0.8099 | 0.9651 |
Largest Winning Trade | 1527429 | 1527429 | 7677 | 1435581 | 1435581 | 99903 |
Largest Losing Trade | -64246 | -64246 | -12268 | -657233 | -657233 | -95734 |
Avg Bars in Trades | 105 | 207 | 1 | 105 | 207 | 1 |
Avg Bars in Winners | 90 | 167 | 1 | 90 | 167 | 1 |
Avg Bars in Losers | 123 | 256 | 2 | 123 | 256 | 2 |
Bars Traded | 8987 | 8905 | 82 | 8987 | 8905 | 82 |
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 | 748891 | 766342 | -580456 | -534216 | -523243 | -580456 |
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{ "first_band": { "type": "dema", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 8, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 8, "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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