Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1015591.3671 | 868388.1554 | 147203.2116 | 1302470.3164 | 64074.7231 | 1238395.5932 |
Total P&L (%) | 1015.5914 | 868.3882 | 147.2032 | 1302.4703 | 64.0747 | 1238.3956 |
Avg Daily Profit (%) | 0.4375 | 0.3741 | 0.0634 | 0.1138 | 0.0213 | 0.1118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146829 | -112925 | -202387 | -2193459 | -2313549 | -827068 |
Profit Factor | 1.5867 | 1.9116 | 1.1891 | 1.1308 | 1.0104 | 1.3275 |
Total Trades | 439 | 220 | 219 | 439 | 220 | 219 |
Winning Trades | 141 | 68 | 73 | 141 | 68 | 73 |
Losing Trades | 298 | 152 | 146 | 298 | 152 | 146 |
Profitability (%) | 32.1185 | 30.9091 | 33.3333 | 32.1185 | 30.9091 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.3535 | 4.273 | 2.3782 | 2.3899 | 2.2585 | 2.6549 |
Largest Winning Trade | 402923 | 402923 | 52624 | 1637497 | 1637497 | 519718 |
Largest Losing Trade | -34347 | -34347 | -19184 | -570585 | -570585 | -242120 |
Avg Bars in Trades | 10 | 11 | 9 | 10 | 11 | 9 |
Avg Bars in Winners | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Losers | 5 | 6 | 4 | 5 | 6 | 4 |
Bars Traded | 4584 | 2543 | 2040 | 4584 | 2543 | 2040 |
Profit Streak | 0 | 0 | 21.0507 | 0 | 0 | 21.0507 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310778 | 237762 | -124722 | -120545 | -379314 | -47017 |
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{ "first_band": { "type": "dema", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "hlc3", "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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