Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2371827.2404 | 2196920.0931 | 174907.1473 | 22485993.2796 | 19687385.263 | 2798608.0166 |
Total P&L (%) | 2371.8272 | 2196.9201 | 174.9071 | 22485.9933 | 19687.3853 | 2798.608 |
Avg Daily Profit (%) | 1.0655 | 0.9869 | 0.0786 | 0.2438 | 0.2378 | 0.1514 |
Buy And Hold Return (%) | 721.612 | 721.612 | 721.612 | 721.612 | 721.612 | 721.612 |
Max Trade Drawdown | -110281 | -50637 | -70800 | -53940500 | -22346208 | -39955650 |
Profit Factor | 6.0411 | 11.0892 | 1.692 | 1.1279 | 1.2449 | 1.0293 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 48.4848 | 48.4848 | 48.4848 | 48.4848 | 48.4848 | 48.4848 |
Ratio Avg Win / Avg Loss | 6.4186 | 11.7822 | 1.7978 | 1.1984 | 1.3227 | 1.0936 |
Largest Winning Trade | 1921414 | 1921414 | 46709 | 25842367 | 25842367 | 14977618 |
Largest Losing Trade | -48439 | -23447 | -48439 | -35305472 | -12768652 | -35305472 |
Avg Bars in Trades | 197 | 226 | 168 | 197 | 226 | 168 |
Avg Bars in Winners | 292 | 315 | 269 | 292 | 315 | 269 |
Avg Bars in Losers | 108 | 143 | 74 | 108 | 143 | 74 |
Bars Traded | 13052 | 7483 | 5569 | 13052 | 7483 | 5569 |
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 | -110020 | 654152 | -251225 | -200550 | 269783 | -183600 |
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{ "first_band": { "type": "dema", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 156, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 156, "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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