Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1732252.4313 | 1762521.1945 | -30268.7632 | 238857.2892 | 102020.2201 | 136837.0692 |
Total P&L (%) | 1732.2524 | 1762.5212 | -30.2688 | 238.8573 | 102.0202 | 136.8371 |
Avg Daily Profit (%) | 0.7638 | 0.7771 | -0.0133 | 0.0538 | 0.031 | 0.038 |
Buy And Hold Return (%) | 368.1773 | 368.1773 | 368.1773 | 368.1773 | 368.1773 | 368.1773 |
Max Trade Drawdown | -171429 | -150300 | -83430 | -1299746 | -1200322 | -373107 |
Profit Factor | 3.5089 | 5.1103 | 0.8843 | 1.0696 | 1.046 | 1.1125 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 44.7917 | 43.75 | 45.8333 | 44.7917 | 43.75 | 45.8333 |
Ratio Avg Win / Avg Loss | 4.3249 | 6.5704 | 1.0451 | 1.3183 | 1.3449 | 1.3148 |
Largest Winning Trade | 1443212 | 1443212 | 38327 | 873063 | 873063 | 270401 |
Largest Losing Trade | -52535 | -52535 | -32839 | -407413 | -407413 | -256274 |
Avg Bars in Trades | 68 | 116 | 20 | 68 | 116 | 20 |
Avg Bars in Winners | 78 | 134 | 24 | 78 | 134 | 24 |
Avg Bars in Losers | 60 | 102 | 15 | 60 | 102 | 15 |
Bars Traded | 6559 | 5599 | 960 | 6559 | 5599 | 960 |
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 | 582934 | 611350 | -580365 | -432582 | -489476 | -405934 |
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{ "first_band": { "type": "dema", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 18, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 18, "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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