Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447222.6615 | 437539.8338 | 9682.8277 | -75128.396 | -21800.4991 | -53327.8969 |
Total P&L (%) | 447.2227 | 437.5398 | 9.6828 | -75.1284 | -21.8005 | -53.3279 |
Avg Daily Profit (%) | 0.2397 | 0.2345 | 0.0052 | -0.0745 | -0.0132 | -0.0408 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -350406 | -184800 | -203653 | -182644 | -96247 | -126388 |
Profit Factor | 1.3863 | 1.6571 | 1.0197 | 0.8242 | 0.9133 | 0.697 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 70 | 30 | 40 | 70 | 30 | 40 |
Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Profitability (%) | 46.9799 | 40.5405 | 53.3333 | 46.9799 | 40.5405 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.5645 | 2.4304 | 0.8922 | 0.9301 | 1.3394 | 0.6099 |
Largest Winning Trade | 319034 | 319034 | 48398 | 74016 | 74016 | 39771 |
Largest Losing Trade | -56299 | -46428 | -56299 | -54442 | -54442 | -38943 |
Avg Bars in Trades | 147 | 164 | 131 | 147 | 164 | 131 |
Avg Bars in Winners | 172 | 212 | 142 | 172 | 212 | 142 |
Avg Bars in Losers | 126 | 132 | 117 | 126 | 132 | 117 |
Bars Traded | 22027 | 12202 | 9825 | 22027 | 12202 | 9825 |
Profit Streak | 117.8253 | 117.8253 | 124.8253 | 117.8253 | 117.8253 | 124.8253 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374260 | -55730 | -607345 | -580064 | -645896 | -635918 |
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{ "first_band": { "type": "dema", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 127, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 127, "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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