Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1096794.0409 | 991378.181 | 105415.8599 | 8684611.5151 | 7689106.7141 | 995504.801 |
Total P&L (%) | 1096.794 | 991.3782 | 105.4159 | 8684.6115 | 7689.1067 | 995.5048 |
Avg Daily Profit (%) | 0.6049 | 0.5467 | 0.0581 | 0.2471 | 0.2405 | 0.1321 |
Buy And Hold Return (%) | 511.6309 | 511.6309 | 511.6309 | 511.6309 | 511.6309 | 511.6309 |
Max Trade Drawdown | -99779 | -76883 | -54845 | -13616772 | -6715204 | -9121997 |
Profit Factor | 2.6239 | 4.0527 | 1.3006 | 1.2013 | 1.3864 | 1.0428 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 53.125 | 51.5625 | 54.6875 | 53.125 | 51.5625 | 54.6875 |
Ratio Avg Win / Avg Loss | 2.3152 | 3.8071 | 1.0777 | 1.06 | 1.3023 | 0.8641 |
Largest Winning Trade | 382970 | 382970 | 77586 | 6523270 | 5284680 | 6523270 |
Largest Losing Trade | -44579 | -44579 | -42979 | -4872607 | -2791399 | -4872607 |
Avg Bars in Trades | 167 | 149 | 185 | 167 | 149 | 185 |
Avg Bars in Winners | 208 | 176 | 238 | 208 | 176 | 238 |
Avg Bars in Losers | 122 | 121 | 122 | 122 | 121 | 122 |
Bars Traded | 21491 | 9595 | 11896 | 21491 | 9595 | 11896 |
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 | 407371 | -128180 | -419557 | 311957 | -129982 | -337166 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 126, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 126, "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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