Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507705.9739 | 536182.3426 | -28476.3687 | -3152366.9177 | 6734444.1261 | -9886811.0438 |
Total P&L (%) | 507.706 | 536.1823 | -28.4764 | -3152.3669 | 6734.4441 | -9886.811 |
Avg Daily Profit (%) | 0.2031 | 0.2145 | -0.0114 | 0 | 0.1692 | 0 |
Buy And Hold Return (%) | 646.7833 | 646.7833 | 646.7833 | 646.7833 | 646.7833 | 646.7833 |
Max Trade Drawdown | -214485 | -70509 | -200164 | -9665520 | -898649 | -10974551 |
Profit Factor | 1.8991 | 4.3463 | 0.9296 | 0.7936 | 4.6762 | 0.2644 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 55 | 28 | 27 | 60 | 30 | 30 |
Losing Trades | 36 | 18 | 18 | 31 | 16 | 15 |
Profitability (%) | 60.4396 | 60.8696 | 60 | 65.9341 | 65.2174 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2431 | 2.7941 | 0.6197 | 0.41 | 2.494 | 0.1322 |
Largest Winning Trade | 162194 | 162194 | 52981 | 2813419 | 2813419 | 619961 |
Largest Losing Trade | -172195 | -44329 | -172195 | -9665520 | -896975 | -9665520 |
Avg Bars in Trades | 160 | 170 | 150 | 160 | 170 | 150 |
Avg Bars in Winners | 190 | 184 | 197 | 161 | 159 | 164 |
Avg Bars in Losers | 113 | 147 | 79 | 157 | 190 | 122 |
Bars Traded | 14587 | 7827 | 6760 | 14587 | 7827 | 6760 |
Profit Streak | 0 | 0 | 0 | 13.2677 | 13.2677 | 13.4344 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153622 | -148817 | -579415 | -577112 | 647394 | -577948 |
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{ "first_band": { "type": "dema", "factors": { "length": 213, "offset": 12 } }, "second_band": { "type": "rma", "factors": { "length": 85, "offset": 0 } } }
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# | 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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