Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1462511.968 | 1372754.4908 | 89757.4772 | 38868566.5432 | 31544388.3769 | 7324178.1663 |
Total P&L (%) | 1462.512 | 1372.7545 | 89.7575 | 38868.5665 | 31544.3884 | 7324.1782 |
Avg Daily Profit (%) | 0.6461 | 0.6064 | 0.0397 | 0.2639 | 0.2546 | 0.1905 |
Buy And Hold Return (%) | 9609.5321 | 9609.5321 | 9609.5321 | 9609.5321 | 9609.5321 | 9609.5321 |
Max Trade Drawdown | -155868 | -124185 | -147957 | -14309909 | -15927184 | -12813580 |
Profit Factor | 2.4704 | 4.129 | 1.1615 | 1.3324 | 1.5813 | 1.1169 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 126 | 65 | 61 | 126 | 65 | 61 |
Losing Trades | 138 | 67 | 71 | 138 | 67 | 71 |
Profitability (%) | 47.7273 | 49.2424 | 46.2121 | 47.7273 | 49.2424 | 46.2121 |
Ratio Avg Win / Avg Loss | 2.7056 | 4.2561 | 1.3519 | 1.4593 | 1.6299 | 1.3 |
Largest Winning Trade | 482424 | 482424 | 36795 | 10783236 | 10783236 | 9098218 |
Largest Losing Trade | -59807 | -36982 | -59807 | -7767972 | -7362200 | -7767972 |
Avg Bars in Trades | 33 | 41 | 25 | 33 | 41 | 25 |
Avg Bars in Winners | 46 | 55 | 37 | 46 | 55 | 37 |
Avg Bars in Losers | 21 | 27 | 15 | 21 | 27 | 15 |
Bars Traded | 8880 | 5452 | 3428 | 8880 | 5452 | 3428 |
Profit Streak | 0 | 26.6407 | 0 | 0 | 26.6407 | 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 | -148722 | -146592 | -350046 | 258500 | 326743 | -251151 |
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{ "first_band": { "type": "dema", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 40, "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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