Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 911291.9117 | 793315.1086 | 117976.8031 | 12177224.259 | 23148837.6526 | -10971613.3936 |
Total P&L (%) | 911.2919 | 793.3151 | 117.9768 | 12177.2243 | 23148.8377 | -10971.6134 |
Avg Daily Profit (%) | 0.3644 | 0.3172 | 0.0472 | 0.1925 | 0.2181 | 0 |
Buy And Hold Return (%) | 677.7558 | 677.7558 | 677.7558 | 677.7558 | 677.7558 | 677.7558 |
Max Trade Drawdown | -85741 | -77523 | -126148 | -15273671 | -8667004 | -22282267 |
Profit Factor | 2.0173 | 2.7692 | 1.2637 | 1.1433 | 1.5963 | 0.7624 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 125 | 59 | 66 | 125 | 59 | 66 |
Losing Trades | 127 | 67 | 60 | 127 | 67 | 60 |
Profitability (%) | 49.6032 | 46.8254 | 52.381 | 49.6032 | 46.8254 | 52.381 |
Ratio Avg Win / Avg Loss | 2.0496 | 3.1447 | 1.1488 | 1.1616 | 1.8128 | 0.6931 |
Largest Winning Trade | 177764 | 177764 | 60751 | 14868377 | 14868377 | 3045324 |
Largest Losing Trade | -34522 | -24587 | -34522 | -8020317 | -4162198 | -8020317 |
Avg Bars in Trades | 28 | 32 | 24 | 28 | 32 | 24 |
Avg Bars in Winners | 35 | 41 | 29 | 35 | 41 | 29 |
Avg Bars in Losers | 22 | 25 | 19 | 22 | 25 | 19 |
Bars Traded | 7201 | 4128 | 3073 | 7201 | 4128 | 3073 |
Profit Streak | 0 | 0 | 78.64 | 0 | 0 | 78.64 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43858 | -99862 | -294487 | -53524 | 350799 | -579447 |
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{ "first_band": { "type": "dema", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 49, "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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