Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 979789.6031 | 1029446.7791 | -49657.176 | 51063.862 | -132308.8983 | 183372.7603 |
Total P&L (%) | 979.7896 | 1029.4468 | -49.6572 | 51.0639 | -132.3089 | 183.3728 |
Avg Daily Profit (%) | 0.5208 | 0.5472 | -0.0264 | 0.0219 | 0 | 0.0554 |
Buy And Hold Return (%) | 360.8625 | 360.8625 | 360.8625 | 360.8625 | 360.8625 | 360.8625 |
Max Trade Drawdown | -191910 | -149451 | -87015 | -1255801 | -1119249 | -456464 |
Profit Factor | 2.9642 | 4.9509 | 0.7916 | 1.0177 | 0.9138 | 1.1362 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 32.5843 | 31.1111 | 34.0909 | 32.5843 | 31.1111 | 34.0909 |
Ratio Avg Win / Avg Loss | 6.1329 | 10.9627 | 1.5304 | 2.1056 | 2.0234 | 2.1966 |
Largest Winning Trade | 998181 | 998181 | 48391 | 704090 | 704090 | 457055 |
Largest Losing Trade | -24477 | -24477 | -15337 | -190252 | -172824 | -190252 |
Avg Bars in Trades | 60 | 54 | 65 | 60 | 54 | 65 |
Avg Bars in Winners | 129 | 106 | 151 | 129 | 106 | 151 |
Avg Bars in Losers | 26 | 31 | 21 | 26 | 31 | 21 |
Bars Traded | 5357 | 2463 | 2893 | 5357 | 2463 | 2893 |
Profit Streak | 29.1864 | 47.1864 | 0 | 29.1864 | 47.1864 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 254925 | 332322 | -584128 | -535259 | -584291 | -360519 |
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{ "first_band": { "type": "dema", "factors": { "length": 14, "offset": 242 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 14, "offset": 242 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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