Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1336372.5641 | 1270834.5661 | 65537.9981 | 37979547.8259 | 29148996.6541 | 8830551.1718 |
Total P&L (%) | 1336.3726 | 1270.8346 | 65.538 | 37979.5478 | 29148.9967 | 8830.5512 |
Avg Daily Profit (%) | 0.5922 | 0.5631 | 0.029 | 0.2637 | 0.2519 | 0.1993 |
Buy And Hold Return (%) | 8992.3218 | 8992.3218 | 8992.3218 | 8992.3218 | 8992.3218 | 8992.3218 |
Max Trade Drawdown | -82695 | -56640 | -119804 | -11051689 | -3035169 | -8016519 |
Profit Factor | 4.7649 | 10.3497 | 1.2992 | 2.971 | 4.6691 | 1.7798 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 54.0984 | 54.8387 | 53.3333 | 54.0984 | 54.8387 | 53.3333 |
Ratio Avg Win / Avg Loss | 4.0429 | 8.5233 | 1.1368 | 2.5209 | 3.8451 | 1.5573 |
Largest Winning Trade | 365143 | 365143 | 61161 | 14494241 | 14494241 | 11815007 |
Largest Losing Trade | -46227 | -28908 | -46227 | -8016519 | -3035169 | -8016519 |
Avg Bars in Trades | 105 | 105 | 104 | 105 | 105 | 104 |
Avg Bars in Winners | 157 | 158 | 156 | 157 | 158 | 156 |
Avg Bars in Losers | 43 | 42 | 45 | 43 | 42 | 45 |
Bars Traded | 6428 | 3280 | 3148 | 6428 | 3280 | 3148 |
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 | -312233 | -145520 | -319397 | -153235 | 494096 | -153986 |
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{ "first_band": { "type": "dema", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 48, "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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