Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1347566.2096 | 1277513.159 | 70053.0506 | 5737329.7873 | 7436994.9854 | -1699665.1982 |
Total P&L (%) | 1347.5662 | 1277.5132 | 70.0531 | 5737.3298 | 7436.995 | -1699.6652 |
Avg Daily Profit (%) | 0.7407 | 0.7022 | 0.0385 | 0.2238 | 0.2379 | 0 |
Buy And Hold Return (%) | 721.1981 | 721.1981 | 721.1981 | 721.1981 | 721.1981 | 721.1981 |
Max Trade Drawdown | -100635 | -101893 | -84639 | -3446792 | -1903153 | -2544330 |
Profit Factor | 3.1041 | 5.3028 | 1.2039 | 1.3893 | 2.3454 | 0.8155 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 49.2537 | 44.7761 | 53.7313 | 49.2537 | 44.7761 | 53.7313 |
Ratio Avg Win / Avg Loss | 3.1981 | 6.5401 | 1.0367 | 1.4314 | 2.8927 | 0.7022 |
Largest Winning Trade | 636040 | 636040 | 71496 | 4850985 | 4850985 | 2294692 |
Largest Losing Trade | -34324 | -26566 | -34324 | -1705955 | -697534 | -1705955 |
Avg Bars in Trades | 52 | 52 | 51 | 52 | 52 | 51 |
Avg Bars in Winners | 68 | 77 | 61 | 68 | 77 | 61 |
Avg Bars in Losers | 36 | 32 | 40 | 36 | 32 | 40 |
Bars Traded | 7000 | 3539 | 3461 | 7000 | 3539 | 3461 |
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 | 392023 | -107055 | -423941 | 321675 | -106161 | -696974 |
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{ "first_band": { "type": "dema", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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