Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -486348.34 | 367349.2142 | -853697.5542 | 41148281.6892 | -7305309.6398 | 48453591.3291 |
Total P&L (%) | -486.3483 | 367.3492 | -853.6976 | 41148.2817 | -7305.3096 | 48453.5913 |
Avg Daily Profit (%) | -0.2145 | 0.162 | -0.3766 | 0.266 | 0 | 0.2732 |
Buy And Hold Return (%) | 12071.3717 | 12071.3717 | 12071.3717 | 12071.3717 | 12071.3717 | 12071.3717 |
Max Trade Drawdown | -868725 | -72940 | -925947 | -18457722 | -17107688 | -7302226 |
Profit Factor | 0.6411 | 3.3339 | 0.2873 | 2.149 | 0.6764 | 4.6602 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 47 | 22 | 25 | 29 | 15 | 14 |
Losing Trades | 21 | 12 | 9 | 39 | 19 | 20 |
Profitability (%) | 69.1176 | 64.7059 | 73.5294 | 42.6471 | 44.1176 | 41.1765 |
Ratio Avg Win / Avg Loss | 0.2865 | 1.8185 | 0.1034 | 2.89 | 0.8568 | 6.6575 |
Largest Winning Trade | 122332 | 122332 | 38583 | 43207846 | 9031944 | 43207846 |
Largest Losing Trade | -424699 | -47455 | -424699 | -6822500 | -6822500 | -2661351 |
Avg Bars in Trades | 61 | 79 | 43 | 61 | 79 | 43 |
Avg Bars in Winners | 45 | 56 | 36 | 74 | 98 | 49 |
Avg Bars in Losers | 97 | 122 | 63 | 51 | 64 | 39 |
Bars Traded | 4185 | 2709 | 1476 | 4185 | 2709 | 1476 |
Profit Streak | 128.2246 | 128.2246 | 310.2246 | 128.2246 | 128.2246 | 345.7246 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -690840 | -149650 | -576778 | -105736 | -582515 | 428198 |
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{ "first_band": { "type": "dema", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 191, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 191, "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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