Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1371779.0763 | 1280833.8815 | 90945.1948 | 3714272.4583 | 142273.5292 | 3571998.9291 |
Total P&L (%) | 1371.7791 | 1280.8339 | 90.9452 | 3714.2725 | 142.2735 | 3571.9989 |
Avg Daily Profit (%) | 0.7312 | 0.6827 | 0.0485 | 0.1943 | 0.0472 | 0.1922 |
Buy And Hold Return (%) | 277.8414 | 277.8414 | 277.8414 | 277.8414 | 277.8414 | 277.8414 |
Max Trade Drawdown | -97312 | -94151 | -136027 | -7283310 | -6464808 | -1919713 |
Profit Factor | 2.8553 | 4.0403 | 1.2859 | 1.1948 | 1.0112 | 1.5575 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 42.1053 | 35.4167 | 48.9362 | 42.1053 | 35.4167 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.926 | 7.3676 | 1.3418 | 1.6429 | 1.844 | 1.6252 |
Largest Winning Trade | 580133 | 580133 | 54899 | 6147337 | 6147337 | 2014512 |
Largest Losing Trade | -47437 | -42312 | -47437 | -2361236 | -2361236 | -938519 |
Avg Bars in Trades | 230 | 251 | 209 | 230 | 251 | 209 |
Avg Bars in Winners | 335 | 346 | 326 | 335 | 346 | 326 |
Avg Bars in Losers | 154 | 198 | 96 | 154 | 198 | 96 |
Bars Traded | 21883 | 12049 | 9834 | 21883 | 12049 | 9834 |
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 | 497601 | 431703 | -294287 | 2394 | -508316 | 374662 |
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{ "first_band": { "type": "dema", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 169, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 169, "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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