Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643324.0158 | 601469.0077 | 41855.0081 | 97710.4385 | -215916.5797 | 313627.0182 |
Total P&L (%) | 643.324 | 601.469 | 41.855 | 97.7104 | -215.9166 | 313.627 |
Avg Daily Profit (%) | 0.3313 | 0.3097 | 0.0216 | 0.0351 | 0 | 0.0731 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102036 | -104630 | -105152 | -449675 | -425158 | -212259 |
Profit Factor | 2.0544 | 2.7422 | 1.158 | 1.0664 | 0.7764 | 1.6186 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 42.1053 | 37.931 | 46.4286 | 42.1053 | 37.931 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.8248 | 4.4873 | 1.3362 | 1.4662 | 1.2705 | 1.8676 |
Largest Winning Trade | 487366 | 487366 | 54675 | 187680 | 187680 | 186521 |
Largest Losing Trade | -47692 | -42243 | -47692 | -273477 | -273477 | -142142 |
Avg Bars in Trades | 199 | 224 | 172 | 199 | 224 | 172 |
Avg Bars in Winners | 276 | 281 | 272 | 276 | 281 | 272 |
Avg Bars in Losers | 142 | 189 | 86 | 142 | 189 | 86 |
Bars Traded | 11343 | 6507 | 4836 | 11343 | 6507 | 4836 |
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 | -169504 | 340549 | -235282 | -476106 | -583859 | -114662 |
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{ "first_band": { "type": "dema", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 157, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 157, "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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