Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1541636.5529 | 1453654.2655 | 87982.2874 | 6311918.6079 | 11677345.8378 | -5365427.2299 |
Total P&L (%) | 1541.6366 | 1453.6543 | 87.9823 | 6311.9186 | 11677.3458 | -5365.4272 |
Avg Daily Profit (%) | 0.8447 | 0.7965 | 0.0482 | 0.2282 | 0.2616 | 0 |
Buy And Hold Return (%) | 959.6048 | 959.6048 | 959.6048 | 959.6048 | 959.6048 | 959.6048 |
Max Trade Drawdown | -110075 | -52568 | -79272 | -9734036 | -6338845 | -8318812 |
Profit Factor | 3.8846 | 6.382 | 1.3328 | 1.1721 | 1.6938 | 0.7295 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 55.7895 | 46.8085 | 64.5833 | 55.7895 | 46.8085 | 64.5833 |
Ratio Avg Win / Avg Loss | 3.0783 | 7.2522 | 0.7309 | 0.9289 | 1.9248 | 0.4 |
Largest Winning Trade | 836302 | 836302 | 66340 | 11672737 | 11672737 | 2834760 |
Largest Losing Trade | -52568 | -52568 | -44924 | -4128149 | -3437853 | -4128149 |
Avg Bars in Trades | 36 | 49 | 24 | 36 | 49 | 24 |
Avg Bars in Winners | 38 | 59 | 24 | 38 | 59 | 24 |
Avg Bars in Losers | 33 | 40 | 22 | 33 | 40 | 22 |
Bars Traded | 3470 | 2318 | 1152 | 3470 | 2318 | 1152 |
Profit Streak | 0 | 106.5144 | 0 | 0 | 106.5144 | 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 | 420245 | 422484 | -293430 | -23830 | 430859 | -578521 |
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{ "first_band": { "type": "dema", "factors": { "length": 13, "offset": 56 } }, "second_band": { "type": "midpoint", "factors": { "length": 156, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 13, "offset": 56 } }, "second_band": { "type": "midpoint", "factors": { "length": 156, "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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