Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504656.5017 | 489777.0947 | 14879.407 | -54500.3706 | -26406.3136 | -28094.057 |
Total P&L (%) | 504.6565 | 489.7771 | 14.8794 | -54.5004 | -26.4063 | -28.0941 |
Avg Daily Profit (%) | 0.2422 | 0.2351 | 0.0071 | -0.0378 | -0.0147 | -0.0158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194825 | -204649 | -28092 | -824959 | -748710 | -100227 |
Profit Factor | 1.8465 | 1.924 | 1.2249 | 0.9702 | 0.9837 | 0.862 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 42.1053 | 40.4255 | 43.75 | 42.1053 | 40.4255 | 43.75 |
Ratio Avg Win / Avg Loss | 2.5389 | 2.8354 | 1.5749 | 1.334 | 1.4497 | 1.1083 |
Largest Winning Trade | 484453 | 484453 | 18073 | 577335 | 577335 | 49246 |
Largest Losing Trade | -52741 | -52741 | -17219 | -332538 | -332538 | -56816 |
Avg Bars in Trades | 258 | 515 | 6 | 258 | 515 | 6 |
Avg Bars in Winners | 302 | 630 | 6 | 302 | 630 | 6 |
Avg Bars in Losers | 225 | 436 | 6 | 225 | 436 | 6 |
Bars Traded | 24537 | 24218 | 320 | 24537 | 24218 | 320 |
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 | 327085 | 285564 | -198585 | -581928 | -582753 | -581175 |
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{ "first_band": { "type": "dcl", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 41, "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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