Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1196603.352 | 1143429.1485 | 53174.2036 | 1767910.6335 | 1654867.7316 | 113042.902 |
Total P&L (%) | 1196.6034 | 1143.4291 | 53.1742 | 1767.9106 | 1654.8677 | 113.0429 |
Avg Daily Profit (%) | 0.6588 | 0.6296 | 0.0293 | 0.1613 | 0.1579 | 0.0417 |
Buy And Hold Return (%) | 611.1319 | 611.1319 | 611.1319 | 611.1319 | 611.1319 | 611.1319 |
Max Trade Drawdown | -90869 | -72757 | -121849 | -1009774 | -843104 | -629598 |
Profit Factor | 3.2022 | 5.3174 | 1.1909 | 1.4597 | 1.906 | 1.056 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 43.5484 | 41.9355 | 45.1613 | 43.5484 | 41.9355 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.151 | 7.3626 | 1.4461 | 1.8922 | 2.6391 | 1.2823 |
Largest Winning Trade | 633246 | 633246 | 67956 | 778219 | 726184 | 778219 |
Largest Losing Trade | -72512 | -34689 | -72512 | -843104 | -843104 | -615988 |
Avg Bars in Trades | 115 | 125 | 104 | 115 | 125 | 104 |
Avg Bars in Winners | 165 | 180 | 151 | 165 | 180 | 151 |
Avg Bars in Losers | 76 | 85 | 65 | 76 | 85 | 65 |
Bars Traded | 7132 | 3895 | 3237 | 7132 | 3895 | 3237 |
Profit Streak | 0 | 185.2929 | 0 | 0 | 185.2929 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150375 | 352229 | -331994 | -154615 | 205982 | -463920 |
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{ "first_band": { "type": "dema", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 91, "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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