Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85753.3981 | 34701.1678 | 51052.2303 | 59627.2646 | 25191.6214 | 34435.6432 |
Total P&L (%) | 85.7534 | 34.7012 | 51.0522 | 59.6273 | 25.1916 | 34.4356 |
Avg Daily Profit (%) | 0.3293 | 0.1333 | 0.196 | 0.1797 | 0.0863 | 0.1137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75558 | -27695 | -75212 | -112899 | -43626 | -103905 |
Profit Factor | 1.2516 | 1.1886 | 1.3256 | 1.14 | 1.1138 | 1.1683 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Losing Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Profitability (%) | 59.1743 | 58.7156 | 59.633 | 59.1743 | 58.7156 | 59.633 |
Ratio Avg Win / Avg Loss | 0.8635 | 0.8357 | 0.8973 | 0.7865 | 0.7831 | 0.7908 |
Largest Winning Trade | 41474 | 20560 | 41474 | 46796 | 26559 | 46796 |
Largest Losing Trade | -27663 | -23803 | -27663 | -35990 | -30742 | -35990 |
Avg Bars in Trades | 113 | 115 | 110 | 113 | 115 | 110 |
Avg Bars in Winners | 81 | 78 | 84 | 81 | 78 | 84 |
Avg Bars in Losers | 158 | 167 | 149 | 158 | 167 | 149 |
Bars Traded | 24636 | 12553 | 12083 | 24636 | 12553 | 12083 |
Profit Streak | 7.1545 | 7.1649 | 7.1545 | 7.1545 | 7.1649 | 7.1545 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342551 | -31467 | 219777 | -58795 | -177183 | -79797 |
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{ "first_band": { "type": "dema", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 92, "offset": 120 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 92, "offset": 120 } } }
# | 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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