Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2268147.9074 | 2176199.4473 | 91948.4602 | 62469687.0383 | 65965396.7667 | -3495709.7284 |
Total P&L (%) | 2268.1479 | 2176.1994 | 91.9485 | 62469.687 | 65965.3968 | -3495.7097 |
Avg Daily Profit (%) | 1.0027 | 0.9621 | 0.0406 | 0.2851 | 0.2875 | 0 |
Buy And Hold Return (%) | 12888.0496 | 12888.0496 | 12888.0496 | 12888.0496 | 12888.0496 | 12888.0496 |
Max Trade Drawdown | -60661 | -70109 | -48862 | -37051021 | -20207648 | -21355568 |
Profit Factor | 7.3658 | 14.3622 | 1.4753 | 1.7076 | 2.7394 | 0.9306 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 45.122 | 41.4634 | 48.7805 | 45.122 | 41.4634 | 48.7805 |
Ratio Avg Win / Avg Loss | 8.9584 | 20.2761 | 1.5491 | 2.0769 | 3.8674 | 0.9771 |
Largest Winning Trade | 1415941 | 1415941 | 50623 | 62350187 | 62350187 | 25399673 |
Largest Losing Trade | -35979 | -19711 | -35979 | -13974401 | -8849206 | -13974401 |
Avg Bars in Trades | 52 | 53 | 51 | 52 | 53 | 51 |
Avg Bars in Winners | 92 | 101 | 84 | 92 | 101 | 84 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 4305 | 2189 | 2116 | 4305 | 2189 | 2116 |
Profit Streak | 0 | 92.4749 | 0 | 0 | 92.4749 | 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 | -154582 | -146267 | -302557 | -143 | 375602 | -581216 |
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{ "first_band": { "type": "dema", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 13, "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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