Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197143.8107 | 215290.6251 | -18146.8143 | -936366.0733 | -418345.6334 | -518020.4399 |
Total P&L (%) | 197.1438 | 215.2906 | -18.1468 | -936.3661 | -418.3456 | -518.0204 |
Avg Daily Profit (%) | 0.1581 | 0.1726 | -0.0145 | 0 | 0 | 0 |
Buy And Hold Return (%) | 19.6024 | 19.6024 | 19.6024 | 19.6024 | 19.6024 | 19.6024 |
Max Trade Drawdown | -78114 | -47854 | -85577 | -806348 | -432659 | -453620 |
Profit Factor | 1.3857 | 2.5062 | 0.9507 | 0.4514 | 0.4746 | 0.4312 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 65 | 32 | 33 | 18 | 10 | 8 |
Losing Trades | 19 | 10 | 9 | 66 | 32 | 34 |
Profitability (%) | 77.381 | 76.1905 | 78.5714 | 21.4286 | 23.8095 | 19.0476 |
Ratio Avg Win / Avg Loss | 0.4051 | 0.7832 | 0.2593 | 1.6553 | 1.5186 | 1.8327 |
Largest Winning Trade | 29693 | 29693 | 20079 | 194431 | 194431 | 132448 |
Largest Losing Trade | -178835 | -32596 | -178835 | -178835 | -90139 | -178835 |
Avg Bars in Trades | 169 | 188 | 149 | 169 | 188 | 149 |
Avg Bars in Winners | 97 | 113 | 83 | 406 | 429 | 377 |
Avg Bars in Losers | 412 | 429 | 392 | 104 | 113 | 96 |
Bars Traded | 14197 | 7908 | 6289 | 14197 | 7908 | 6289 |
Profit Streak | 40.0369 | 89.5369 | 40.0369 | 0 | 0 | 0 |
Trades During Streak | 5 | 4 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424564 | 512241 | -576043 | -623331 | -613018 | -634006 |
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{ "first_band": { "type": "dema", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 203, "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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