Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -671227.5486 | 78020.8414 | -749248.39 | 989228.798 | -1898247.7976 | 2887476.5955 |
Total P&L (%) | -671.2275 | 78.0208 | -749.2484 | 989.2288 | -1898.2478 | 2887.4766 |
Avg Daily Profit (%) | -0.3572 | 0.0415 | -0.3987 | 0.1272 | 0 | 0.1809 |
Buy And Hold Return (%) | 320.143 | 320.143 | 320.143 | 320.143 | 320.143 | 320.143 |
Max Trade Drawdown | -860109 | -86239 | -903271 | -2207482 | -2515347 | -1690746 |
Profit Factor | 0.4615 | 1.3446 | 0.2656 | 1.1419 | 0.5426 | 2.0226 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 68 | 33 | 35 | 66 | 32 | 34 |
Losing Trades | 13 | 7 | 6 | 15 | 8 | 7 |
Profitability (%) | 83.9506 | 82.5 | 85.3659 | 81.4815 | 80 | 82.9268 |
Ratio Avg Win / Avg Loss | 0.0882 | 0.2852 | 0.0455 | 0.2595 | 0.1356 | 0.4164 |
Largest Winning Trade | 41546 | 41546 | 20066 | 3450117 | 231552 | 3450117 |
Largest Losing Trade | -730190 | -61684 | -730190 | -1511471 | -1479230 | -1511471 |
Avg Bars in Trades | 65 | 83 | 48 | 65 | 83 | 48 |
Avg Bars in Winners | 25 | 21 | 28 | 28 | 26 | 29 |
Avg Bars in Losers | 278 | 374 | 166 | 231 | 310 | 140 |
Bars Traded | 5333 | 3335 | 1998 | 5333 | 3335 | 1998 |
Profit Streak | 156.6243 | 156.6243 | 282.9577 | 156.6243 | 156.6243 | 282.9577 |
Trades During Streak | 13 | 6 | 9 | 13 | 6 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -590872 | -298939 | -574852 | -102371 | -575419 | 526651 |
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{ "first_band": { "type": "dema", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 250, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 250, "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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