Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1170172.3318 | 1090063.3019 | 80109.0299 | 15464473.7031 | 46648360.4137 | -31183886.7106 |
Total P&L (%) | 1170.1723 | 1090.0633 | 80.109 | 15464.4737 | 46648.3604 | -31183.8867 |
Avg Daily Profit (%) | 0.6465 | 0.6022 | 0.0443 | 0.2793 | 0.3402 | 0 |
Buy And Hold Return (%) | 1642.834 | 1642.834 | 1642.834 | 1642.834 | 1642.834 | 1642.834 |
Max Trade Drawdown | -113664 | -53201 | -123145 | -38842285 | -16755876 | -36797676 |
Profit Factor | 2.4041 | 3.9511 | 1.1726 | 1.0948 | 1.6683 | 0.6656 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 106 | 58 | 48 | 106 | 58 | 48 |
Losing Trades | 83 | 37 | 46 | 83 | 37 | 46 |
Profitability (%) | 56.0847 | 61.0526 | 51.0638 | 56.0847 | 61.0526 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.8825 | 2.5206 | 1.1238 | 0.8573 | 1.0643 | 0.6379 |
Largest Winning Trade | 583993 | 583993 | 78201 | 14878890 | 12523011 | 14878890 |
Largest Losing Trade | -33981 | -32618 | -33981 | -9669701 | -9121261 | -9669701 |
Avg Bars in Trades | 112 | 99 | 126 | 112 | 99 | 126 |
Avg Bars in Winners | 125 | 111 | 142 | 125 | 111 | 142 |
Avg Bars in Losers | 97 | 80 | 110 | 97 | 80 | 110 |
Bars Traded | 21341 | 9429 | 11912 | 21341 | 9429 | 11912 |
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 | -147565 | -146144 | -330355 | -107379 | 447020 | -580943 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 197, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 197, "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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