Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249359.4347 | 117307.1859 | 132052.2488 | 750704.4086 | 392283.4318 | 358420.9768 |
Total P&L (%) | 249.3594 | 117.3072 | 132.0522 | 750.7044 | 392.2834 | 358.421 |
Avg Daily Profit (%) | 0.9575 | 0.4505 | 0.5071 | 0.8255 | 0.6139 | 0.5864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37641 | -31127 | -28057 | -151607 | -107424 | -100962 |
Profit Factor | 1.6416 | 1.5809 | 1.7073 | 1.6552 | 1.7027 | 1.6101 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 135 | 70 | 65 | 135 | 70 | 65 |
Losing Trades | 148 | 71 | 77 | 148 | 71 | 77 |
Profitability (%) | 47.7032 | 49.6454 | 45.7746 | 47.7032 | 49.6454 | 45.7746 |
Ratio Avg Win / Avg Loss | 1.7997 | 1.6035 | 2.0225 | 1.8146 | 1.727 | 1.9074 |
Largest Winning Trade | 18228 | 18228 | 17727 | 83997 | 83997 | 82933 |
Largest Losing Trade | -9873 | -9434 | -9873 | -42937 | -40968 | -42937 |
Avg Bars in Trades | 87 | 90 | 84 | 87 | 90 | 84 |
Avg Bars in Winners | 120 | 120 | 119 | 120 | 120 | 119 |
Avg Bars in Losers | 58 | 61 | 55 | 58 | 61 | 55 |
Bars Traded | 24843 | 12807 | 12036 | 24843 | 12807 | 12036 |
Profit Streak | 2.7726 | 3.3455 | 2.7726 | 2.7726 | 3.3455 | 2.7726 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514627 | 364939 | 320497 | 526444 | 426566 | 338152 |
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{ "first_band": { "type": "dema", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 58, "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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