Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1307568.2585 | 1148086.6544 | 159481.6041 | 8339041.3836 | 4972860.593 | 3366180.7906 |
Total P&L (%) | 1307.5683 | 1148.0867 | 159.4816 | 8339.0414 | 4972.8606 | 3366.1808 |
Avg Daily Profit (%) | 0.5229 | 0.4591 | 0.0638 | 0.1775 | 0.1572 | 0.1419 |
Buy And Hold Return (%) | 316.7882 | 316.7882 | 316.7882 | 316.7882 | 316.7882 | 316.7882 |
Max Trade Drawdown | -64845 | -46206 | -49518 | -1689024 | -943271 | -976543 |
Profit Factor | 5.6495 | 8.7627 | 2.1961 | 3.2681 | 3.8748 | 2.729 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 47.2973 | 40.5405 | 54.0541 | 47.2973 | 40.5405 | 54.0541 |
Ratio Avg Win / Avg Loss | 6.2951 | 12.852 | 1.8667 | 3.6416 | 5.683 | 2.3197 |
Largest Winning Trade | 977544 | 977544 | 45053 | 2022079 | 1381767 | 2022079 |
Largest Losing Trade | -24201 | -24201 | -20035 | -485245 | -485245 | -418547 |
Avg Bars in Trades | 61 | 63 | 59 | 61 | 63 | 59 |
Avg Bars in Winners | 97 | 115 | 84 | 97 | 115 | 84 |
Avg Bars in Losers | 28 | 27 | 29 | 28 | 27 | 29 |
Bars Traded | 4530 | 2341 | 2189 | 4530 | 2341 | 2189 |
Profit Streak | 376.4232 | 382.4232 | 376.4232 | 376.4232 | 382.4232 | 376.4232 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51526 | 486541 | -268248 | -54393 | 429542 | 112749 |
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{ "first_band": { "type": "dema", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 43, "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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