Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1549471.4201 | 1522240.7592 | 27230.6609 | 164089.8391 | 502080.4764 | -337990.6373 |
Total P&L (%) | 1549.4714 | 1522.2408 | 27.2307 | 164.0898 | 502.0805 | -337.9906 |
Avg Daily Profit (%) | 0.8334 | 0.8187 | 0.0146 | 0.0522 | 0.0966 | 0 |
Buy And Hold Return (%) | 89.4579 | 89.4579 | 89.4579 | 89.4579 | 89.4579 | 89.4579 |
Max Trade Drawdown | -171568 | -134974 | -114721 | -3011818 | -1631298 | -1775214 |
Profit Factor | 3.403 | 5.7977 | 1.0831 | 1.0277 | 1.1735 | 0.8884 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 66 | 25 | 41 | 66 | 25 | 41 |
Losing Trades | 76 | 46 | 30 | 76 | 46 | 30 |
Profitability (%) | 46.4789 | 35.2113 | 57.7465 | 46.4789 | 35.2113 | 57.7465 |
Ratio Avg Win / Avg Loss | 3.9186 | 10.6678 | 0.7925 | 1.1834 | 2.1592 | 0.65 |
Largest Winning Trade | 1553873 | 1553873 | 62885 | 1594854 | 1594854 | 835480 |
Largest Losing Trade | -50786 | -28653 | -50786 | -1006503 | -912685 | -1006503 |
Avg Bars in Trades | 49 | 48 | 49 | 49 | 48 | 49 |
Avg Bars in Winners | 66 | 81 | 57 | 66 | 81 | 57 |
Avg Bars in Losers | 34 | 30 | 39 | 34 | 30 | 39 |
Bars Traded | 6985 | 3454 | 3531 | 6985 | 3454 | 3531 |
Profit Streak | 0 | 0 | 52.0041 | 0 | 0 | 52.0041 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 673531 | -71147 | -554908 | -322184 | -185804 | -665890 |
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{ "first_band": { "type": "dcl", "factors": { "length": 6, "offset": 125 } }, "second_band": { "type": "dema", "factors": { "length": 246, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 6, "offset": 125 } }, "second_band": { "type": "dema", "factors": { "length": 246, "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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