Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1115233.2505 | 1024180.1011 | 91053.1494 | 4427699.2788 | 6057696.0332 | -1629996.7544 |
Total P&L (%) | 1115.2333 | 1024.1801 | 91.0531 | 4427.6993 | 6057.696 | -1629.9968 |
Avg Daily Profit (%) | 0.6137 | 0.5636 | 0.0501 | 0.21 | 0.227 | 0 |
Buy And Hold Return (%) | 744.2412 | 744.2412 | 744.2412 | 744.2412 | 744.2412 | 744.2412 |
Max Trade Drawdown | -98820 | -116927 | -65030 | -4935885 | -3629494 | -3752162 |
Profit Factor | 3.1293 | 4.8241 | 1.3558 | 1.2432 | 1.7645 | 0.8415 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 51.0204 | 44.898 | 57.1429 | 51.0204 | 44.898 | 57.1429 |
Ratio Avg Win / Avg Loss | 3.0041 | 5.9205 | 1.0168 | 1.1935 | 2.1655 | 0.6311 |
Largest Winning Trade | 512758 | 512758 | 52707 | 4559130 | 4559130 | 1440798 |
Largest Losing Trade | -65030 | -29977 | -65030 | -3752162 | -1183439 | -3752162 |
Avg Bars in Trades | 53 | 67 | 38 | 53 | 67 | 38 |
Avg Bars in Winners | 58 | 71 | 47 | 58 | 71 | 47 |
Avg Bars in Losers | 48 | 64 | 27 | 48 | 64 | 27 |
Bars Traded | 5221 | 3320 | 1900 | 5221 | 3320 | 1900 |
Profit Streak | 0 | 69.9446 | 0 | 0 | 69.9446 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 261078 | -30454 | -290333 | 271911 | 399766 | -579755 |
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{ "first_band": { "type": "dema", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 68, "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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