Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745663.5526 | 677314.3033 | 68349.2494 | 5859034.323 | 10499383.9563 | -4640349.6333 |
Total P&L (%) | 745.6636 | 677.3143 | 68.3492 | 5859.0343 | 10499.384 | -4640.3496 |
Avg Daily Profit (%) | 0.358 | 0.3252 | 0.0328 | 0.1964 | 0.2241 | 0 |
Buy And Hold Return (%) | 1213.8167 | 1213.8167 | 1213.8167 | 1213.8167 | 1213.8167 | 1213.8167 |
Max Trade Drawdown | -70498 | -63430 | -107350 | -4828620 | -3507166 | -8073191 |
Profit Factor | 2.9748 | 5.6136 | 1.2962 | 1.2813 | 2.3714 | 0.6477 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 57.1429 | 60 | 54.2857 | 57.1429 | 60 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.2311 | 3.7424 | 1.0915 | 0.961 | 1.5809 | 0.5455 |
Largest Winning Trade | 236226 | 236226 | 57792 | 6503972 | 6503972 | 1553809 |
Largest Losing Trade | -44781 | -20865 | -44781 | -3089269 | -1286990 | -3089269 |
Avg Bars in Trades | 352 | 337 | 366 | 352 | 337 | 366 |
Avg Bars in Winners | 394 | 362 | 430 | 394 | 362 | 430 |
Avg Bars in Losers | 294 | 298 | 291 | 294 | 298 | 291 |
Bars Traded | 24641 | 11807 | 12834 | 24641 | 11807 | 12834 |
Profit Streak | 0 | 168.3945 | 0 | 0 | 168.3945 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -248282 | -146171 | -314223 | -92750 | 540545 | -580232 |
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{ "first_band": { "type": "dema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 239, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 239, "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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