Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 907884.0717 | 845439.7757 | 62444.296 | 4921102.6468 | 4443981.039 | 477121.6078 |
Total P&L (%) | 907.8841 | 845.4398 | 62.4443 | 4921.1026 | 4443.981 | 477.1216 |
Avg Daily Profit (%) | 0.4132 | 0.3848 | 0.0284 | 0.1784 | 0.1738 | 0.0798 |
Buy And Hold Return (%) | 758.4231 | 758.4231 | 758.4231 | 758.4231 | 758.4231 | 758.4231 |
Max Trade Drawdown | -139476 | -78904 | -92356 | -1478030 | -642613 | -835417 |
Profit Factor | 3.2318 | 5.7256 | 1.274 | 2.4891 | 4.542 | 1.2327 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 50.8772 | 58.6207 | 42.8571 | 50.8772 | 58.6207 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.1203 | 4.0416 | 1.6987 | 2.4033 | 3.2061 | 1.6436 |
Largest Winning Trade | 520299 | 520299 | 62879 | 2303741 | 2303741 | 1442484 |
Largest Losing Trade | -35460 | -35460 | -27726 | -835417 | -642613 | -835417 |
Avg Bars in Trades | 107 | 78 | 136 | 107 | 78 | 136 |
Avg Bars in Winners | 164 | 99 | 255 | 164 | 99 | 255 |
Avg Bars in Losers | 47 | 49 | 46 | 47 | 49 | 46 |
Bars Traded | 6103 | 2286 | 3817 | 6103 | 2286 | 3817 |
Profit Streak | 84.248 | 123.5813 | 0 | 84.248 | 123.5813 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -267258 | -110510 | -343490 | -166571 | 581078 | -275226 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 44, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 44, "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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