Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1144563.4625 | 1162512.0332 | -17948.5707 | 360558.6877 | 1365883.8363 | -1005325.1485 |
Total P&L (%) | 1144.5635 | 1162.512 | -17.9486 | 360.5587 | 1365.8838 | -1005.3251 |
Avg Daily Profit (%) | 0.5494 | 0.558 | -0.0086 | 0.0733 | 0.129 | 0 |
Buy And Hold Return (%) | 458.8817 | 458.8817 | 458.8817 | 458.8817 | 458.8817 | 458.8817 |
Max Trade Drawdown | -117759 | -97032 | -144607 | -2931634 | -1976011 | -1972715 |
Profit Factor | 1.7044 | 2.4453 | 0.9781 | 1.022 | 1.1658 | 0.8763 |
Total Trades | 598 | 299 | 299 | 598 | 299 | 299 |
Winning Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Losing Trades | 385 | 192 | 193 | 385 | 192 | 193 |
Profitability (%) | 35.6187 | 35.786 | 35.4515 | 35.6187 | 35.786 | 35.4515 |
Ratio Avg Win / Avg Loss | 3.0807 | 4.3879 | 1.7809 | 1.8473 | 2.092 | 1.5956 |
Largest Winning Trade | 986490 | 986490 | 46324 | 3006093 | 3006093 | 792478 |
Largest Losing Trade | -22461 | -16548 | -22461 | -571823 | -325393 | -571823 |
Avg Bars in Trades | 41 | 40 | 42 | 41 | 40 | 42 |
Avg Bars in Winners | 74 | 72 | 76 | 74 | 72 | 76 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 24917 | 12133 | 12784 | 24917 | 12133 | 12784 |
Profit Streak | 8.8011 | 0 | 11.7178 | 8.8011 | 0 | 11.7178 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318988 | 277628 | -582021 | -457784 | -65083 | -582021 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 19, "offset": 25 } }, "second_band": { "type": "dema", "factors": { "length": 54, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 19, "offset": 25 } }, "second_band": { "type": "dema", "factors": { "length": 54, "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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