Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553772.4577 | 488099.5374 | 65672.9204 | 247338.1514 | 257491.5793 | -10153.4279 |
Total P&L (%) | 553.7725 | 488.0995 | 65.6729 | 247.3382 | 257.4916 | -10.1534 |
Avg Daily Profit (%) | 0.2931 | 0.2583 | 0.0348 | 0.0659 | 0.0674 | -0.0057 |
Buy And Hold Return (%) | 13.872 | 13.872 | 13.872 | 13.872 | 13.872 | 13.872 |
Max Trade Drawdown | -196110 | -90379 | -143710 | -1817739 | -1197695 | -1129404 |
Profit Factor | 1.5508 | 1.9556 | 1.1328 | 1.0324 | 1.0636 | 0.9972 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 39.3064 | 33.7209 | 44.8276 | 39.3064 | 33.7209 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.3945 | 3.8437 | 1.3942 | 1.5942 | 2.0905 | 1.2273 |
Largest Winning Trade | 322130 | 322130 | 41819 | 665411 | 665411 | 416716 |
Largest Losing Trade | -45087 | -33578 | -45087 | -498717 | -388278 | -498717 |
Avg Bars in Trades | 129 | 138 | 120 | 129 | 138 | 120 |
Avg Bars in Winners | 204 | 226 | 187 | 204 | 226 | 187 |
Avg Bars in Losers | 81 | 94 | 65 | 81 | 94 | 65 |
Bars Traded | 22393 | 11945 | 10448 | 22393 | 11945 | 10448 |
Profit Streak | 14.8157 | 0 | 24.0657 | 14.8157 | 0 | 24.0657 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320259 | 186443 | -224320 | -291327 | -259028 | -580899 |
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{ "first_band": { "type": "dema", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 119, "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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