Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1269945.7297 | 1216774.7298 | 53170.9999 | 2053325.0187 | 1901250.9815 | 152074.0372 |
Total P&L (%) | 1269.9457 | 1216.7747 | 53.171 | 2053.325 | 1901.251 | 152.074 |
Avg Daily Profit (%) | 0.6998 | 0.6705 | 0.0293 | 0.1693 | 0.1652 | 0.051 |
Buy And Hold Return (%) | 766.019 | 766.019 | 766.019 | 766.019 | 766.019 | 766.019 |
Max Trade Drawdown | -160096 | -98736 | -106966 | -932258 | -587086 | -572524 |
Profit Factor | 3.5195 | 5.5177 | 1.2265 | 1.7457 | 2.4415 | 1.106 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 50.8475 | 46.6667 | 55.1724 | 50.8475 | 46.6667 | 55.1724 |
Ratio Avg Win / Avg Loss | 3.4022 | 6.306 | 0.9966 | 1.6875 | 2.7903 | 0.8986 |
Largest Winning Trade | 587398 | 587398 | 67177 | 1026388 | 1026388 | 408699 |
Largest Losing Trade | -51319 | -51319 | -46032 | -401164 | -290484 | -401164 |
Avg Bars in Trades | 118 | 126 | 109 | 118 | 126 | 109 |
Avg Bars in Winners | 147 | 166 | 131 | 147 | 166 | 131 |
Avg Bars in Losers | 87 | 91 | 82 | 87 | 91 | 82 |
Bars Traded | 6963 | 3785 | 3178 | 6963 | 3785 | 3178 |
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 | -169541 | 333259 | -320935 | -171700 | 265444 | -395604 |
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{ "first_band": { "type": "dema", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 138, "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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