Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1499649.4493 | 1486949.2645 | 12700.1849 | 9353059.4854 | 21275670.4963 | -11922611.0109 |
Total P&L (%) | 1499.6494 | 1486.9493 | 12.7002 | 9353.0595 | 21275.6705 | -11922.611 |
Avg Daily Profit (%) | 0.8024 | 0.7956 | 0.0068 | 0.2437 | 0.2875 | 0 |
Buy And Hold Return (%) | 6592.9716 | 6592.9716 | 6592.9716 | 6592.9716 | 6592.9716 | 6592.9716 |
Max Trade Drawdown | -71274 | -87758 | -103145 | -11071431 | -3792947 | -15438210 |
Profit Factor | 3.7701 | 7.0747 | 1.0428 | 1.2307 | 2.5193 | 0.5507 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 44.7368 | 44.7368 | 44.7368 | 44.7368 | 44.7368 | 44.7368 |
Ratio Avg Win / Avg Loss | 4.6572 | 8.7393 | 1.2882 | 1.5203 | 3.1121 | 0.6803 |
Largest Winning Trade | 703930 | 703930 | 53325 | 12421298 | 12421298 | 3508987 |
Largest Losing Trade | -54669 | -38513 | -54669 | -6133739 | -2047590 | -6133739 |
Avg Bars in Trades | 71 | 78 | 63 | 71 | 78 | 63 |
Avg Bars in Winners | 102 | 106 | 98 | 102 | 106 | 98 |
Avg Bars in Losers | 46 | 56 | 36 | 46 | 56 | 36 |
Bars Traded | 5419 | 2992 | 2426 | 5419 | 2992 | 2426 |
Profit Streak | 0 | 33.8662 | 0 | 0 | 33.8662 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -201541 | -145613 | -524981 | -82175 | 330698 | -582811 |
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{ "first_band": { "type": "dema", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 49, "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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