Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1237968.9086 | 1072934.5726 | 165034.336 | 3346072.2044 | -825782.8198 | 4171855.0242 |
Total P&L (%) | 1237.9689 | 1072.9346 | 165.0343 | 3346.0722 | -825.7828 | 4171.855 |
Avg Daily Profit (%) | 0.5189 | 0.4497 | 0.0692 | 0.1485 | 0 | 0.1575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157813 | -89273 | -71506 | -21582360 | -12276478 | -11621361 |
Profit Factor | 3.2581 | 5.4015 | 1.542 | 1.057 | 0.9713 | 1.1394 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 40 | 39.3939 | 40.625 | 40 | 39.3939 | 40.625 |
Ratio Avg Win / Avg Loss | 4.8871 | 8.31 | 2.2537 | 1.5854 | 1.4944 | 1.6653 |
Largest Winning Trade | 633553 | 633553 | 70101 | 8380014 | 6529279 | 8380014 |
Largest Losing Trade | -46334 | -30611 | -46334 | -7148031 | -7148031 | -6200097 |
Avg Bars in Trades | 142 | 107 | 178 | 142 | 107 | 178 |
Avg Bars in Winners | 276 | 198 | 355 | 276 | 198 | 355 |
Avg Bars in Losers | 52 | 48 | 58 | 52 | 48 | 58 |
Bars Traded | 9256 | 3537 | 5719 | 9256 | 3537 | 5719 |
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 | -123174 | 508036 | -101577 | -291339 | -583260 | -62099 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 65, "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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