Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1323414.2635 | 1401469.4861 | -78055.2225 | -61108.9927 | 396951.6399 | -458060.6326 |
Total P&L (%) | 1323.4143 | 1401.4695 | -78.0552 | -61.109 | 396.9516 | -458.0606 |
Avg Daily Profit (%) | 0.6352 | 0.6727 | -0.0375 | -0.0453 | 0.077 | 0 |
Buy And Hold Return (%) | 84.2893 | 84.2893 | 84.2893 | 84.2893 | 84.2893 | 84.2893 |
Max Trade Drawdown | -255493 | -165104 | -103783 | -2302247 | -1951562 | -492246 |
Profit Factor | 2.2726 | 2.8473 | 0.7225 | 0.9884 | 1.0987 | 0.638 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 112 | 54 | 58 | 112 | 54 | 58 |
Losing Trades | 130 | 67 | 63 | 130 | 67 | 63 |
Profitability (%) | 46.281 | 44.6281 | 47.9339 | 46.281 | 44.6281 | 47.9339 |
Ratio Avg Win / Avg Loss | 2.6379 | 3.5328 | 0.7848 | 1.1473 | 1.3632 | 0.693 |
Largest Winning Trade | 1291880 | 1291880 | 11706 | 1873544 | 1873544 | 166438 |
Largest Losing Trade | -63569 | -63569 | -23518 | -945036 | -945036 | -235385 |
Avg Bars in Trades | 102 | 188 | 16 | 102 | 188 | 16 |
Avg Bars in Winners | 125 | 247 | 11 | 125 | 247 | 11 |
Avg Bars in Losers | 82 | 140 | 20 | 82 | 140 | 20 |
Bars Traded | 24792 | 22812 | 1980 | 24792 | 22812 | 1980 |
Profit Streak | 4.1296 | 0 | 26.6296 | 4.1296 | 0 | 26.6296 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 568969 | 546892 | -580995 | -579390 | -206049 | -580995 |
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{ "first_band": { "type": "dcl", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 165, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 165, "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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