Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308475.4892 | 260307.1913 | 48168.298 | -18657.034 | 38861.6076 | -57518.6416 |
Total P&L (%) | 308.4755 | 260.3072 | 48.1683 | -18.657 | 38.8616 | -57.5186 |
Avg Daily Profit (%) | 0.2481 | 0.2093 | 0.0387 | -0.0166 | 0.0264 | -0.0688 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117765 | -77136 | -120578 | -131893 | -95685 | -117936 |
Profit Factor | 1.2773 | 1.4998 | 1.0814 | 0.9809 | 1.0855 | 0.8894 |
Total Trades | 383 | 192 | 191 | 383 | 192 | 191 |
Winning Trades | 218 | 98 | 120 | 218 | 98 | 120 |
Losing Trades | 165 | 94 | 71 | 165 | 94 | 71 |
Profitability (%) | 56.9191 | 51.0417 | 62.8272 | 56.9191 | 51.0417 | 62.8272 |
Ratio Avg Win / Avg Loss | 0.9667 | 1.4386 | 0.6398 | 0.7424 | 1.0412 | 0.5262 |
Largest Winning Trade | 69853 | 69853 | 27466 | 26966 | 26966 | 24588 |
Largest Losing Trade | -76833 | -45660 | -76833 | -68657 | -46370 | -68657 |
Avg Bars in Trades | 19 | 20 | 17 | 19 | 20 | 17 |
Avg Bars in Winners | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Losers | 23 | 25 | 22 | 23 | 25 | 22 |
Bars Traded | 7387 | 4024 | 3364 | 7387 | 4024 | 3364 |
Profit Streak | 2.2399 | 2.9066 | 0 | 2.2399 | 2.9066 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 274728 | 310757 | -272916 | -579456 | -286790 | -578392 |
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{ "first_band": { "type": "dema", "factors": { "length": 3, "offset": 6 } }, "second_band": { "type": "ssf", "factors": { "length": 151, "offset": 0, "poles": 2 } } }
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# | 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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