Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 825565.0892 | 702979.1215 | 122585.9678 | 10897822.3834 | 4194785.3784 | 6703037.0051 |
Total P&L (%) | 825.5651 | 702.9791 | 122.586 | 10897.8224 | 4194.7854 | 6703.037 |
Avg Daily Profit (%) | 0.4626 | 0.3939 | 0.0687 | 0.2637 | 0.2109 | 0.2367 |
Buy And Hold Return (%) | 350.008 | 350.008 | 350.008 | 350.008 | 350.008 | 350.008 |
Max Trade Drawdown | -83815 | -68024 | -131235 | -13336056 | -6299357 | -7658337 |
Profit Factor | 1.7705 | 2.6719 | 1.1883 | 1.1942 | 1.1701 | 1.213 |
Total Trades | 275 | 138 | 137 | 275 | 138 | 137 |
Winning Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Losing Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Profitability (%) | 54.9091 | 55.0725 | 54.7445 | 54.9091 | 55.0725 | 54.7445 |
Ratio Avg Win / Avg Loss | 1.4539 | 2.1797 | 0.9823 | 0.9806 | 0.9546 | 1.0027 |
Largest Winning Trade | 73647 | 73647 | 71474 | 5148975 | 3456136 | 5148975 |
Largest Losing Trade | -39968 | -32670 | -39968 | -7076996 | -2897334 | -7076996 |
Avg Bars in Trades | 76 | 55 | 97 | 76 | 55 | 97 |
Avg Bars in Winners | 80 | 47 | 115 | 80 | 47 | 115 |
Avg Bars in Losers | 71 | 66 | 76 | 71 | 66 | 76 |
Bars Traded | 21072 | 7680 | 13392 | 21072 | 7680 | 13392 |
Profit Streak | 0 | 0 | 14.7269 | 0 | 0 | 14.7269 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363801 | 303426 | -281060 | 73058 | -26442 | 321000 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 198, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 198, "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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