Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1625579.1228 | 1446398.6976 | 179180.4253 | 21838857.167 | 7363976.2143 | 14474880.9527 |
Total P&L (%) | 1625.5791 | 1446.3987 | 179.1804 | 21838.8572 | 7363.9762 | 14474.881 |
Avg Daily Profit (%) | 0.6502 | 0.5786 | 0.0717 | 0.2159 | 0.1727 | 0.1995 |
Buy And Hold Return (%) | 406.4964 | 406.4964 | 406.4964 | 406.4964 | 406.4964 | 406.4964 |
Max Trade Drawdown | -60921 | -86520 | -39812 | -5936664 | -7575652 | -2834834 |
Profit Factor | 5.1551 | 8.0116 | 1.9689 | 2.0036 | 1.4887 | 3.1631 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 40.3226 | 38.7097 | 41.9355 | 40.3226 | 38.7097 | 41.9355 |
Ratio Avg Win / Avg Loss | 7.6296 | 12.685 | 2.7261 | 2.9653 | 2.3571 | 4.3797 |
Largest Winning Trade | 941764 | 941764 | 53741 | 7750446 | 7750446 | 7099859 |
Largest Losing Trade | -31070 | -26978 | -31070 | -2436506 | -2211637 | -2436506 |
Avg Bars in Trades | 75 | 80 | 71 | 75 | 80 | 71 |
Avg Bars in Winners | 129 | 128 | 129 | 129 | 128 | 129 |
Avg Bars in Losers | 39 | 49 | 28 | 39 | 49 | 28 |
Bars Traded | 4687 | 2484 | 2203 | 4687 | 2484 | 2203 |
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 | -144969 | 459216 | -262457 | -150560 | 205968 | 392467 |
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{ "first_band": { "type": "dema", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 33, "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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