Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4267722.2524 | 4138002.4894 | 129719.763 | 1373780.4376 | 2639785.615 | -1266005.1775 |
Total P&L (%) | 4267.7223 | 4138.0025 | 129.7198 | 1373.7804 | 2639.7856 | -1266.0052 |
Avg Daily Profit (%) | 1.8493 | 1.7931 | 0.0562 | 0.1167 | 0.1436 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220878 | -194991 | -93058 | -9678200 | -6746334 | -6780767 |
Profit Factor | 6.2689 | 8.8952 | 1.4538 | 1.066 | 1.2194 | 0.8558 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 47.7876 | 43.8596 | 51.7857 | 47.7876 | 43.8596 | 51.7857 |
Ratio Avg Win / Avg Loss | 6.8493 | 11.3859 | 1.3535 | 1.1647 | 1.5608 | 0.7968 |
Largest Winning Trade | 4058816 | 4058816 | 55318 | 5285819 | 5285819 | 1395308 |
Largest Losing Trade | -54785 | -54785 | -36239 | -3008138 | -2630857 | -3008138 |
Avg Bars in Trades | 78 | 113 | 43 | 78 | 113 | 43 |
Avg Bars in Winners | 85 | 117 | 58 | 85 | 117 | 58 |
Avg Bars in Losers | 72 | 110 | 26 | 72 | 110 | 26 |
Bars Traded | 8892 | 6477 | 2415 | 8892 | 6477 | 2415 |
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 | 793618 | -159886 | -296659 | -185342 | -182726 | -760601 |
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{ "first_band": { "type": "dema", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 78, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 78, "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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