Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1303884.683 | 1195887.4075 | 107997.2755 | 10047351.9989 | 4222927.9886 | 5824424.0103 |
Total P&L (%) | 1303.8847 | 1195.8874 | 107.9973 | 10047.352 | 4222.928 | 5824.424 |
Avg Daily Profit (%) | 0.5847 | 0.5363 | 0.0484 | 0.2074 | 0.169 | 0.1832 |
Buy And Hold Return (%) | 536.6029 | 536.6029 | 536.6029 | 536.6029 | 536.6029 | 536.6029 |
Max Trade Drawdown | -95789 | -80733 | -141311 | -19170106 | -17257083 | -6416475 |
Profit Factor | 2.2977 | 3.3853 | 1.2145 | 1.1368 | 1.1009 | 1.1843 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Losing Trades | 132 | 68 | 64 | 132 | 68 | 64 |
Profitability (%) | 38.6047 | 37.037 | 40.1869 | 38.6047 | 37.037 | 40.1869 |
Ratio Avg Win / Avg Loss | 3.6541 | 5.7549 | 1.8077 | 1.8079 | 1.8716 | 1.7627 |
Largest Winning Trade | 689155 | 689155 | 45237 | 11212465 | 11212465 | 5854407 |
Largest Losing Trade | -38053 | -26766 | -38053 | -3447582 | -3447582 | -2204127 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 33 | 36 | 29 | 33 | 36 | 29 |
Avg Bars in Losers | 12 | 13 | 10 | 12 | 13 | 10 |
Bars Traded | 4396 | 2425 | 1971 | 4396 | 2425 | 1971 |
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 | 311367 | 251661 | -297147 | -63850 | -105632 | -12616 |
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{ "first_band": { "type": "dema", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 14, "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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