Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1239184.0971 | 1186073.2556 | 53110.8416 | 2820033.7155 | 4810961.7493 | -1990928.0338 |
Total P&L (%) | 1239.1841 | 1186.0733 | 53.1108 | 2820.0337 | 4810.9617 | -1990.928 |
Avg Daily Profit (%) | 0.6785 | 0.6494 | 0.0291 | 0.1849 | 0.2134 | 0 |
Buy And Hold Return (%) | 662.8624 | 662.8624 | 662.8624 | 662.8624 | 662.8624 | 662.8624 |
Max Trade Drawdown | -119388 | -64033 | -78372 | -5790789 | -3602137 | -2592605 |
Profit Factor | 3.4293 | 5.499 | 1.2155 | 1.194 | 1.6818 | 0.7339 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 47.6923 | 43.75 | 51.5152 | 47.6923 | 43.75 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.7612 | 7.0701 | 1.144 | 1.3095 | 2.1623 | 0.6907 |
Largest Winning Trade | 641660 | 641660 | 70313 | 4425457 | 4425457 | 1201563 |
Largest Losing Trade | -38311 | -38311 | -31704 | -2402206 | -1721723 | -2402206 |
Avg Bars in Trades | 80 | 106 | 55 | 80 | 106 | 55 |
Avg Bars in Winners | 100 | 144 | 64 | 100 | 144 | 64 |
Avg Bars in Losers | 62 | 77 | 46 | 62 | 77 | 46 |
Bars Traded | 5255 | 3409 | 1846 | 5255 | 3409 | 1846 |
Profit Streak | 0 | 154.7533 | 0 | 0 | 154.7533 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125970 | 368914 | -320070 | -138134 | 354237 | -580606 |
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{ "first_band": { "type": "dema", "factors": { "length": 44, "offset": 74 } }, "second_band": { "type": "midpoint", "factors": { "length": 187, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 44, "offset": 74 } }, "second_band": { "type": "midpoint", "factors": { "length": 187, "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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