Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460312.5608 | 474564.0315 | -14251.4707 | 45597.95 | 262009.3299 | -216411.3799 |
Total P&L (%) | 460.3126 | 474.564 | -14.2515 | 45.598 | 262.0093 | -216.4114 |
Avg Daily Profit (%) | 0.3686 | 0.38 | -0.0114 | 0.0301 | 0.1031 | 0 |
Buy And Hold Return (%) | 14.3973 | 14.3973 | 14.3973 | 14.3973 | 14.3973 | 14.3973 |
Max Trade Drawdown | -201360 | -121553 | -112545 | -1927058 | -1372455 | -844393 |
Profit Factor | 1.8448 | 2.7366 | 0.9475 | 1.0093 | 1.0956 | 0.9 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 52.6316 | 50 | 55.2632 | 52.6316 | 50 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.6604 | 2.7366 | 0.767 | 0.9084 | 1.0956 | 0.7286 |
Largest Winning Trade | 398457 | 398457 | 47194 | 697127 | 697127 | 279414 |
Largest Losing Trade | -53006 | -42905 | -53006 | -504164 | -504164 | -302651 |
Avg Bars in Trades | 94 | 103 | 85 | 94 | 103 | 85 |
Avg Bars in Winners | 95 | 110 | 80 | 95 | 110 | 80 |
Avg Bars in Losers | 93 | 96 | 90 | 93 | 96 | 90 |
Bars Traded | 7185 | 3948 | 3237 | 7185 | 3948 | 3237 |
Profit Streak | 55.2346 | 107.2346 | 55.2346 | 55.2346 | 107.2346 | 55.2346 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39890 | 552680 | -579520 | -420071 | -169747 | -579520 |
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{ "first_band": { "type": "dema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 122, "offset": 0, "poles": 2 } } }
# | 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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