Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2066390.8844 | 1871840.8085 | 194550.0759 | 32586842.5793 | 10887357.8214 | 21699484.7579 |
Total P&L (%) | 2066.3909 | 1871.8408 | 194.5501 | 32586.8426 | 10887.3578 | 21699.4848 |
Avg Daily Profit (%) | 1.1106 | 1.006 | 0.1046 | 0.3116 | 0.2529 | 0.2898 |
Buy And Hold Return (%) | 132.125 | 132.125 | 132.125 | 132.125 | 132.125 | 132.125 |
Max Trade Drawdown | -47608 | -37652 | -56135 | -24054191 | -19879338 | -12738069 |
Profit Factor | 5.4174 | 8.6772 | 1.8687 | 1.3455 | 1.1984 | 1.5503 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 33.6634 | 31.3725 | 36 | 33.6634 | 31.3725 | 36 |
Ratio Avg Win / Avg Loss | 10.6755 | 18.9813 | 3.3221 | 2.6514 | 2.6214 | 2.756 |
Largest Winning Trade | 1497715 | 1497715 | 76214 | 24401337 | 17474868 | 24401337 |
Largest Losing Trade | -20342 | -20342 | -19999 | -11477049 | -11477049 | -3640513 |
Avg Bars in Trades | 53 | 53 | 53 | 53 | 53 | 53 |
Avg Bars in Winners | 127 | 126 | 129 | 127 | 126 | 129 |
Avg Bars in Losers | 16 | 20 | 11 | 16 | 20 | 11 |
Bars Traded | 5434 | 2752 | 2682 | 5434 | 2752 | 2682 |
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 | 556284 | -165704 | -254134 | 157703 | -180298 | -173970 |
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{ "first_band": { "type": "dema", "factors": { "length": 37, "offset": 92 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 37, "offset": 92 } }, "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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