Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2404326.9725 | 2204106.7111 | 200220.2614 | 29066321.5055 | 23207567.7226 | 5858753.7828 |
Total P&L (%) | 2404.327 | 2204.1067 | 200.2203 | 29066.3215 | 23207.5677 | 5858.7538 |
Avg Daily Profit (%) | 1.0863 | 0.9958 | 0.0905 | 0.2568 | 0.2466 | 0.1848 |
Buy And Hold Return (%) | 282.7928 | 282.7928 | 282.7928 | 282.7928 | 282.7928 | 282.7928 |
Max Trade Drawdown | -120817 | -79395 | -66201 | -70789558 | -31754861 | -44991162 |
Profit Factor | 6.916 | 12.7641 | 1.914 | 1.2234 | 1.408 | 1.08 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 50.7937 | 51.6129 | 50 | 50.7937 | 51.6129 | 50 |
Ratio Avg Win / Avg Loss | 6.6998 | 11.9664 | 1.914 | 1.1852 | 1.32 | 1.08 |
Largest Winning Trade | 1928120 | 1928120 | 54422 | 30745689 | 30745689 | 16975978 |
Largest Losing Trade | -37744 | -35221 | -37744 | -32641388 | -11444823 | -32641388 |
Avg Bars in Trades | 100 | 114 | 87 | 100 | 114 | 87 |
Avg Bars in Winners | 137 | 139 | 136 | 137 | 139 | 136 |
Avg Bars in Losers | 62 | 89 | 37 | 62 | 89 | 37 |
Bars Traded | 6356 | 3564 | 2792 | 6356 | 3564 | 2792 |
Profit Streak | 0 | 111.0397 | 0 | 0 | 111.0397 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128954 | 827686 | -234367 | -142758 | 371051 | -124658 |
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{ "first_band": { "type": "dema", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 100, "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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