Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234517.0929 | 317475.9907 | -82958.8978 | -75319.983 | 163761.9458 | -239081.9289 |
Total P&L (%) | 234.5171 | 317.476 | -82.9589 | -75.32 | 163.7619 | -239.0819 |
Avg Daily Profit (%) | 0.1266 | 0.1714 | -0.0448 | -0.0755 | 0.0524 | 0 |
Buy And Hold Return (%) | 13.0792 | 13.0792 | 13.0792 | 13.0792 | 13.0792 | 13.0792 |
Max Trade Drawdown | -128061 | -95052 | -164968 | -175610 | -48537 | -250845 |
Profit Factor | 1.3634 | 2.5488 | 0.8116 | 0.8285 | 3.0767 | 0.3366 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 38.8889 | 41.6667 | 36.1111 | 38.8889 | 41.6667 | 36.1111 |
Ratio Avg Win / Avg Loss | 2.1425 | 3.5683 | 1.4359 | 1.302 | 4.3074 | 0.5956 |
Largest Winning Trade | 159930 | 159930 | 82737 | 88676 | 88676 | 51742 |
Largest Losing Trade | -69067 | -52295 | -69067 | -58323 | -16468 | -58323 |
Avg Bars in Trades | 47 | 45 | 49 | 47 | 45 | 49 |
Avg Bars in Winners | 78 | 67 | 91 | 78 | 67 | 91 |
Avg Bars in Losers | 27 | 29 | 26 | 27 | 29 | 26 |
Bars Traded | 3422 | 1637 | 1785 | 3422 | 1637 | 1785 |
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 | -110528 | 323742 | -584514 | -667209 | -120345 | -586181 |
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{ "first_band": { "type": "dema", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 8, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 8, "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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