Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316414.3912 | 283793.425 | 32620.9661 | 2990.2458 | -11553.3856 | 14543.6314 |
Total P&L (%) | 316.4144 | 283.7934 | 32.621 | 2.9902 | -11.5534 | 14.5436 |
Avg Daily Profit (%) | 0.2953 | 0.2648 | 0.0304 | 0.0027 | -0.0115 | 0.0127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144465 | -120468 | -53017 | -452084 | -378620 | -163441 |
Profit Factor | 1.505 | 1.6062 | 1.2059 | 1.0014 | 0.9928 | 1.0295 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 84 | 34 | 50 | 84 | 34 | 50 |
Losing Trades | 101 | 58 | 43 | 101 | 58 | 43 |
Profitability (%) | 45.4054 | 36.9565 | 53.7634 | 45.4054 | 36.9565 | 53.7634 |
Ratio Avg Win / Avg Loss | 1.8096 | 2.7399 | 1.0371 | 1.2041 | 1.6936 | 0.8853 |
Largest Winning Trade | 361468 | 361468 | 18859 | 374044 | 374044 | 66219 |
Largest Losing Trade | -35961 | -35961 | -15017 | -174259 | -174259 | -62824 |
Avg Bars in Trades | 67 | 117 | 17 | 67 | 117 | 17 |
Avg Bars in Winners | 81 | 174 | 19 | 81 | 174 | 19 |
Avg Bars in Losers | 54 | 84 | 14 | 54 | 84 | 14 |
Bars Traded | 12400 | 10807 | 1593 | 12400 | 10807 | 1593 |
Profit Streak | 0 | 54.805 | 0 | 0 | 54.805 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362333 | 260589 | -155130 | -574698 | -581976 | -389654 |
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{ "first_band": { "type": "dema", "factors": { "length": 72, "offset": 61 } }, "second_band": { "type": "dcu", "factors": { "length": 60, "offset": 0 } } }
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# | 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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