Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1134361.4803 | 951591.9708 | 182769.5095 | 1494080.3201 | -700618.0526 | 2194698.3727 |
Total P&L (%) | 1134.3615 | 951.592 | 182.7695 | 1494.0803 | -700.6181 | 2194.6984 |
Avg Daily Profit (%) | 0.6092 | 0.5111 | 0.0982 | 0.1488 | 0 | 0.1684 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113955 | -104323 | -41971 | -5737053 | -4884414 | -1668084 |
Profit Factor | 4.7146 | 6.4164 | 2.4092 | 1.1438 | 0.8857 | 1.5153 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 40 | 12 | 28 | 40 | 12 | 28 |
Losing Trades | 45 | 31 | 14 | 45 | 31 | 14 |
Profitability (%) | 47.0588 | 27.907 | 66.6667 | 47.0588 | 27.907 | 66.6667 |
Ratio Avg Win / Avg Loss | 5.3039 | 16.5758 | 1.2046 | 1.2868 | 2.2881 | 0.7577 |
Largest Winning Trade | 979704 | 979704 | 41669 | 3812039 | 3812039 | 1019561 |
Largest Losing Trade | -48124 | -48124 | -31839 | -3195421 | -3195421 | -1276615 |
Avg Bars in Trades | 62 | 47 | 77 | 62 | 47 | 77 |
Avg Bars in Winners | 91 | 82 | 95 | 91 | 82 | 95 |
Avg Bars in Losers | 36 | 34 | 41 | 36 | 34 | 41 |
Bars Traded | 5322 | 2063 | 3259 | 5322 | 2063 | 3259 |
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 | 655356 | 81826 | -56246 | -57236 | -594951 | 349366 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 229 } }, "second_band": { "type": "dema", "factors": { "length": 72, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 229 } }, "second_band": { "type": "dema", "factors": { "length": 72, "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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