Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350659.1956 | 367203.6621 | -16544.4665 | -178957.8888 | 5091561.1394 | -5270519.0282 |
Total P&L (%) | 350.6592 | 367.2037 | -16.5445 | -178.9579 | 5091.5611 | -5270.519 |
Avg Daily Profit (%) | 0.1612 | 0.1688 | -0.0076 | 0 | 0.1818 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -312984 | -209000 | -126092 | -7495477 | -520413 | -7454612 |
Profit Factor | 1.4941 | 2.0087 | 0.9521 | 0.9828 | 4.6418 | 0.4157 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 36 | 14 | 22 | 48 | 27 | 21 |
Losing Trades | 41 | 24 | 17 | 29 | 11 | 18 |
Profitability (%) | 46.7532 | 36.8421 | 56.4103 | 62.3377 | 71.0526 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.7016 | 3.4434 | 0.7357 | 0.5938 | 1.8911 | 0.3563 |
Largest Winning Trade | 213897 | 213897 | 46095 | 1591485 | 1301961 | 1591485 |
Largest Losing Trade | -126092 | -62241 | -126092 | -6331374 | -520413 | -6331374 |
Avg Bars in Trades | 52 | 83 | 21 | 52 | 83 | 21 |
Avg Bars in Winners | 41 | 62 | 27 | 64 | 98 | 19 |
Avg Bars in Losers | 62 | 96 | 14 | 32 | 47 | 24 |
Bars Traded | 4042 | 3189 | 853 | 4042 | 3189 | 853 |
Profit Streak | 0 | 0 | 0 | 18.3166 | 249.8166 | 18.3166 |
Trades During Streak | 0 | 0 | 0 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37869 | 218436 | -579648 | -624112 | 702324 | -579417 |
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{ "first_band": { "type": "dema", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 97, "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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