Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378109.7933 | 418558.9442 | -40449.1509 | -108781.5091 | 260926.2219 | -369707.731 |
Total P&L (%) | 378.1098 | 418.5589 | -40.4492 | -108.7815 | 260.9262 | -369.7077 |
Avg Daily Profit (%) | 0.1913 | 0.2117 | -0.0205 | 0 | 0.0649 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218857 | -139772 | -133477 | -731891 | -307942 | -554148 |
Profit Factor | 1.4537 | 1.9149 | 0.8924 | 0.9302 | 1.3437 | 0.5376 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 17 | 17 | 35 | 19 | 16 |
Losing Trades | 40 | 20 | 20 | 39 | 18 | 21 |
Profitability (%) | 45.9459 | 45.9459 | 45.9459 | 47.2973 | 51.3514 | 43.2432 |
Ratio Avg Win / Avg Loss | 1.7103 | 2.2529 | 1.0499 | 1.0365 | 1.273 | 0.7056 |
Largest Winning Trade | 165100 | 165100 | 68693 | 436828 | 436828 | 153792 |
Largest Losing Trade | -106613 | -44733 | -106613 | -202651 | -130126 | -202651 |
Avg Bars in Trades | 77 | 88 | 66 | 77 | 88 | 66 |
Avg Bars in Winners | 101 | 104 | 98 | 92 | 99 | 83 |
Avg Bars in Losers | 57 | 75 | 39 | 64 | 77 | 54 |
Bars Traded | 5760 | 3282 | 2478 | 5760 | 3282 | 2478 |
Profit Streak | 0 | 0 | 657.5367 | 500.5367 | 547.87 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60673 | 352301 | -579724 | -648355 | -105100 | -583400 |
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{ "first_band": { "type": "dema", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 62, "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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