Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485502.9767 | 479357.2769 | 6145.6998 | 302115.7076 | 380171.4517 | -78055.7441 |
Total P&L (%) | 485.503 | 479.3573 | 6.1457 | 302.1157 | 380.1715 | -78.0557 |
Avg Daily Profit (%) | 0.3437 | 0.3394 | 0.0044 | 0.0986 | 0.1111 | -0.1073 |
Buy And Hold Return (%) | 14.8134 | 14.8134 | 14.8134 | 14.8134 | 14.8134 | 14.8134 |
Max Trade Drawdown | -133563 | -138868 | -56651 | -346683 | -274007 | -193832 |
Profit Factor | 2.1732 | 2.947 | 1.0367 | 1.3419 | 1.7636 | 0.7977 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 37.1795 | 38.4615 | 35.8974 | 37.1795 | 38.4615 | 35.8974 |
Ratio Avg Win / Avg Loss | 3.672 | 4.7152 | 1.8512 | 2.2673 | 2.8217 | 1.4244 |
Largest Winning Trade | 241570 | 241570 | 71604 | 248249 | 248249 | 120527 |
Largest Losing Trade | -32503 | -32503 | -21416 | -91128 | -48766 | -91128 |
Avg Bars in Trades | 32 | 39 | 24 | 32 | 39 | 24 |
Avg Bars in Winners | 58 | 69 | 46 | 58 | 69 | 46 |
Avg Bars in Losers | 17 | 21 | 12 | 17 | 21 | 12 |
Bars Traded | 2527 | 1553 | 974 | 2527 | 1553 | 974 |
Profit Streak | 0 | 0 | 704.2929 | 0 | 0 | 704.2929 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30779 | 359046 | -536099 | -103695 | -45743 | -583340 |
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{ "first_band": { "type": "dema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 3, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 3, "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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