Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902626.1464 | 807991.9604 | 94634.186 | 8939707.4705 | 8040549.8149 | 899157.6556 |
Total P&L (%) | 902.6261 | 807.992 | 94.6342 | 8939.7075 | 8040.5498 | 899.1577 |
Avg Daily Profit (%) | 0.4923 | 0.4407 | 0.0516 | 0.246 | 0.2402 | 0.1256 |
Buy And Hold Return (%) | 646.6613 | 646.6613 | 646.6613 | 646.6613 | 646.6613 | 646.6613 |
Max Trade Drawdown | -111219 | -68576 | -96166 | -15874040 | -7169141 | -9616859 |
Profit Factor | 1.982 | 2.8932 | 1.1922 | 1.1675 | 1.2949 | 1.0344 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Losing Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Profitability (%) | 48.8479 | 51.3761 | 46.2963 | 48.8479 | 51.3761 | 46.2963 |
Ratio Avg Win / Avg Loss | 2.0755 | 2.7382 | 1.383 | 1.2226 | 1.2255 | 1.2 |
Largest Winning Trade | 234080 | 234080 | 75939 | 5823951 | 5823951 | 4959104 |
Largest Losing Trade | -30513 | -30513 | -26917 | -4429437 | -3329741 | -4429437 |
Avg Bars in Trades | 50 | 44 | 56 | 50 | 44 | 56 |
Avg Bars in Winners | 63 | 45 | 84 | 63 | 45 | 84 |
Avg Bars in Losers | 37 | 42 | 32 | 37 | 42 | 32 |
Bars Traded | 10908 | 4821 | 6087 | 10908 | 4821 | 6087 |
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 | -27642 | -72627 | -300572 | -27150 | 300551 | -253544 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 74, "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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