Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 831188.3712 | 714952.1942 | 116236.177 | 5503682.3473 | 3416045.7199 | 2087636.6274 |
Total P&L (%) | 831.1884 | 714.9522 | 116.2362 | 5503.6823 | 3416.0457 | 2087.6366 |
Avg Daily Profit (%) | 0.3325 | 0.286 | 0.0465 | 0.1612 | 0.1425 | 0.1235 |
Buy And Hold Return (%) | 348.3574 | 348.3574 | 348.3574 | 348.3574 | 348.3574 | 348.3574 |
Max Trade Drawdown | -72500 | -52783 | -43981 | -1115013 | -669160 | -710658 |
Profit Factor | 3.4019 | 4.5342 | 1.8085 | 2.8808 | 3.3105 | 2.442 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 53.9474 | 55.2632 | 52.6316 | 53.9474 | 55.2632 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.904 | 3.6706 | 1.6277 | 2.4592 | 2.6799 | 2.1978 |
Largest Winning Trade | 425655 | 425655 | 43342 | 1461846 | 1164420 | 1461846 |
Largest Losing Trade | -29043 | -29043 | -14930 | -337507 | -337507 | -251721 |
Avg Bars in Trades | 62 | 68 | 56 | 62 | 68 | 56 |
Avg Bars in Winners | 86 | 93 | 79 | 86 | 93 | 79 |
Avg Bars in Losers | 35 | 38 | 31 | 35 | 38 | 31 |
Bars Traded | 4759 | 2611 | 2148 | 4759 | 2611 | 2148 |
Profit Streak | 0 | 0 | 78.1142 | 0 | 0 | 78.1142 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41905 | 373731 | -292249 | -40060 | 166761 | -22839 |
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{ "first_band": { "type": "dema", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 42, "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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