Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 815426.2512 | 770922.7212 | 44503.53 | 473758.4411 | 432478.7772 | 41279.6639 |
Total P&L (%) | 815.4263 | 770.9227 | 44.5035 | 473.7584 | 432.4788 | 41.2797 |
Avg Daily Profit (%) | 0.4334 | 0.4097 | 0.0237 | 0.0929 | 0.0889 | 0.0184 |
Buy And Hold Return (%) | 33.3886 | 33.3886 | 33.3886 | 33.3886 | 33.3886 | 33.3886 |
Max Trade Drawdown | -189351 | -147671 | -88288 | -1156943 | -1044106 | -774094 |
Profit Factor | 2.2739 | 3.1428 | 1.1587 | 1.1312 | 1.21 | 1.0266 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 44.3299 | 44.898 | 43.75 | 44.3299 | 44.898 | 43.75 |
Ratio Avg Win / Avg Loss | 2.8556 | 3.8571 | 1.4898 | 1.4205 | 1.4849 | 1.3199 |
Largest Winning Trade | 406677 | 406677 | 58829 | 406677 | 406677 | 337560 |
Largest Losing Trade | -46984 | -46984 | -34701 | -472214 | -472214 | -403323 |
Avg Bars in Trades | 37 | 52 | 21 | 37 | 52 | 21 |
Avg Bars in Winners | 50 | 66 | 32 | 50 | 66 | 32 |
Avg Bars in Losers | 26 | 41 | 11 | 26 | 41 | 11 |
Bars Traded | 3590 | 2581 | 1009 | 3590 | 2581 | 1009 |
Profit Streak | 13.2927 | 13.7927 | 0 | 13.2927 | 13.7927 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468706 | 523691 | -271448 | -146520 | -75995 | -453894 |
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{ "first_band": { "type": "dema", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 75, "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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