Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1528189.2428 | 1449336.2752 | 78852.9676 | 5696550.0777 | 4434425.1565 | 1262124.9212 |
Total P&L (%) | 1528.1892 | 1449.3363 | 78.853 | 5696.5501 | 4434.4252 | 1262.1249 |
Avg Daily Profit (%) | 0.8375 | 0.7943 | 0.0432 | 0.2227 | 0.2093 | 0.1432 |
Buy And Hold Return (%) | 728.6778 | 728.6778 | 728.6778 | 728.6778 | 728.6778 | 728.6778 |
Max Trade Drawdown | -104805 | -105270 | -65009 | -4808444 | -2676006 | -3188469 |
Profit Factor | 3.6855 | 5.9452 | 1.2857 | 1.3898 | 1.5739 | 1.1833 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 35.4167 | 33.3333 | 37.5 | 35.4167 | 33.3333 | 37.5 |
Ratio Avg Win / Avg Loss | 6.7206 | 11.8904 | 2.1429 | 2.5343 | 3.1477 | 1.9721 |
Largest Winning Trade | 734169 | 734169 | 70030 | 3664265 | 2946290 | 3664265 |
Largest Losing Trade | -27482 | -25438 | -27482 | -2676006 | -2676006 | -1519214 |
Avg Bars in Trades | 54 | 58 | 51 | 54 | 58 | 51 |
Avg Bars in Winners | 102 | 118 | 88 | 102 | 118 | 88 |
Avg Bars in Losers | 28 | 27 | 29 | 28 | 27 | 29 |
Bars Traded | 5241 | 2786 | 2455 | 5241 | 2786 | 2455 |
Profit Streak | 16.3136 | 0 | 17.3136 | 16.3136 | 0 | 17.3136 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322154 | 297011 | -304059 | 184895 | 143389 | -32113 |
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{ "first_band": { "type": "dema", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 11, "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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