Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698974.395 | 561517.9327 | 137456.4623 | 167394.6374 | -141638.4593 | 309033.0967 |
Total P&L (%) | 698.9744 | 561.5179 | 137.4565 | 167.3946 | -141.6385 | 309.0331 |
Avg Daily Profit (%) | 0.4721 | 0.3792 | 0.0928 | 0.0664 | 0 | 0.0952 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207117 | -200020 | -86480 | -585632 | -597713 | -264655 |
Profit Factor | 1.6046 | 1.8505 | 1.2772 | 1.0725 | 0.8969 | 1.3307 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 95 | 39 | 56 | 95 | 39 | 56 |
Losing Trades | 216 | 116 | 100 | 216 | 116 | 100 |
Profitability (%) | 30.5466 | 25.1613 | 35.8974 | 30.5466 | 25.1613 | 35.8974 |
Ratio Avg Win / Avg Loss | 3.6484 | 5.5042 | 2.2807 | 2.4386 | 2.6677 | 2.3763 |
Largest Winning Trade | 509078 | 509078 | 32604 | 326865 | 326865 | 125640 |
Largest Losing Trade | -37404 | -37404 | -23829 | -135455 | -135455 | -96696 |
Avg Bars in Trades | 14 | 14 | 13 | 14 | 14 | 13 |
Avg Bars in Winners | 30 | 33 | 28 | 30 | 33 | 28 |
Avg Bars in Losers | 6 | 8 | 5 | 6 | 8 | 5 |
Bars Traded | 4368 | 2253 | 2115 | 4368 | 2253 | 2115 |
Profit Streak | 10.937 | 0 | 12.2703 | 10.937 | 0 | 12.2703 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301749 | -15488 | -72297 | -248871 | -606569 | -68842 |
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{ "first_band": { "type": "dema", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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