Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574543.8838 | 337939.177 | 236604.7068 | 4049613.4739 | 3294055.6627 | 755557.8112 |
Total P&L (%) | 574.5439 | 337.9392 | 236.6047 | 4049.6135 | 3294.0557 | 755.5578 |
Avg Daily Profit (%) | 0.34 | 0.2 | 0.14 | 0.2207 | 0.2088 | 0.1271 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59576 | -76839 | -50137 | -1869677 | -597201 | -2262946 |
Profit Factor | 1.91 | 1.9849 | 1.8209 | 1.5116 | 1.985 | 1.1653 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 127 | 65 | 62 | 127 | 65 | 62 |
Profitability (%) | 36.5 | 35 | 38 | 36.5 | 35 | 38 |
Ratio Avg Win / Avg Loss | 3.3229 | 3.6862 | 2.971 | 2.6298 | 3.6864 | 1.9013 |
Largest Winning Trade | 92342 | 92342 | 50543 | 1459667 | 1459667 | 889172 |
Largest Losing Trade | -20257 | -16732 | -20257 | -671103 | -283897 | -671103 |
Avg Bars in Trades | 49 | 53 | 45 | 49 | 53 | 45 |
Avg Bars in Winners | 85 | 89 | 81 | 85 | 89 | 81 |
Avg Bars in Losers | 29 | 34 | 23 | 29 | 34 | 23 |
Bars Traded | 9931 | 5387 | 4544 | 9931 | 5387 | 4544 |
Profit Streak | 0 | 19.942 | 0 | 0 | 19.942 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311688 | 209767 | -7616 | 234001 | 227485 | -65461 |
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{ "first_band": { "type": "dema", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 24, "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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