Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1582730.1036 | 1518588.1516 | 64141.952 | 50121426.4521 | 51689570.298 | -1568143.8459 |
Total P&L (%) | 1582.7301 | 1518.5882 | 64.142 | 50121.4265 | 51689.5703 | -1568.1438 |
Avg Daily Profit (%) | 0.8464 | 0.8121 | 0.0343 | 0.3331 | 0.3348 | 0 |
Buy And Hold Return (%) | 10278.9935 | 10278.9935 | 10278.9935 | 10278.9935 | 10278.9935 | 10278.9935 |
Max Trade Drawdown | -84573 | -73218 | -56342 | -18230644 | -6392197 | -14056914 |
Profit Factor | 5.808 | 10.4942 | 1.379 | 1.9198 | 3.2535 | 0.9503 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 35.8696 | 39.1304 | 32.6087 | 35.8696 | 39.1304 | 32.6087 |
Ratio Avg Win / Avg Loss | 10.384 | 16.3243 | 2.8499 | 3.4324 | 5.061 | 1.964 |
Largest Winning Trade | 634378 | 634378 | 59954 | 26680219 | 26680219 | 18554337 |
Largest Losing Trade | -38107 | -38107 | -27036 | -5522423 | -4230063 | -5522423 |
Avg Bars in Trades | 36 | 43 | 29 | 36 | 43 | 29 |
Avg Bars in Winners | 81 | 87 | 74 | 81 | 87 | 74 |
Avg Bars in Losers | 11 | 14 | 7 | 11 | 14 | 7 |
Bars Traded | 3355 | 1990 | 1365 | 3355 | 1990 | 1365 |
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 | -149433 | -148226 | -317583 | 220600 | 357881 | -584412 |
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{ "first_band": { "type": "dema", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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