Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2378927.797 | 2283942.4502 | 94985.3467 | 62802859.5486 | 50555796.9 | 12247062.6485 |
Total P&L (%) | 2378.9278 | 2283.9425 | 94.9853 | 62802.8595 | 50555.7969 | 12247.0626 |
Avg Daily Profit (%) | 1.0531 | 1.011 | 0.042 | 0.2857 | 0.2761 | 0.2134 |
Buy And Hold Return (%) | 10062.8263 | 10062.8263 | 10062.8263 | 10062.8263 | 10062.8263 | 10062.8263 |
Max Trade Drawdown | -50775 | -77355 | -50685 | -11153233 | -6531364 | -10845751 |
Profit Factor | 8.5861 | 17.3438 | 1.5464 | 2.459 | 3.7003 | 1.5035 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 44.2857 | 40 | 48.5714 | 44.2857 | 40 | 48.5714 |
Ratio Avg Win / Avg Loss | 10.8018 | 26.0157 | 1.6373 | 3.0936 | 5.5504 | 1.592 |
Largest Winning Trade | 1580175 | 1580175 | 49625 | 37234711 | 37234711 | 21638298 |
Largest Losing Trade | -35979 | -19711 | -35979 | -6154124 | -6154124 | -5929331 |
Avg Bars in Trades | 61 | 62 | 60 | 61 | 62 | 60 |
Avg Bars in Winners | 108 | 119 | 99 | 108 | 119 | 99 |
Avg Bars in Losers | 24 | 23 | 24 | 24 | 23 | 24 |
Bars Traded | 4304 | 2176 | 2128 | 4304 | 2176 | 2128 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -244863 | -147798 | -300384 | -88049 | 371295 | -88222 |
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{ "first_band": { "type": "dema", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 16, "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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