Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1071401.088 | 967304.8078 | 104096.2802 | 62659102.2293 | 89870902.8471 | -27211800.6179 |
Total P&L (%) | 1071.4011 | 967.3048 | 104.0963 | 62659.1022 | 89870.9028 | -27211.8006 |
Avg Daily Profit (%) | 0.575 | 0.5191 | 0.0559 | 0.3463 | 0.3657 | 0 |
Buy And Hold Return (%) | 8291.6969 | 8291.6969 | 8291.6969 | 8291.6969 | 8291.6969 | 8291.6969 |
Max Trade Drawdown | -82345 | -63611 | -95796 | -32857400 | -18926334 | -39262499 |
Profit Factor | 2.104 | 3.0321 | 1.2105 | 1.2701 | 1.8295 | 0.7799 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 131 | 70 | 61 | 131 | 70 | 61 |
Losing Trades | 171 | 81 | 90 | 171 | 81 | 90 |
Profitability (%) | 43.3775 | 46.3576 | 40.3974 | 43.3775 | 46.3576 | 40.3974 |
Ratio Avg Win / Avg Loss | 2.7465 | 3.5086 | 1.786 | 1.6579 | 2.117 | 1.1507 |
Largest Winning Trade | 129836 | 129836 | 47216 | 22102259 | 20856827 | 22102259 |
Largest Losing Trade | -22538 | -18224 | -22538 | -9983782 | -7513487 | -9983782 |
Avg Bars in Trades | 72 | 72 | 72 | 72 | 72 | 72 |
Avg Bars in Winners | 105 | 98 | 114 | 105 | 98 | 114 |
Avg Bars in Losers | 46 | 50 | 43 | 46 | 50 | 43 |
Bars Traded | 21892 | 11005 | 10887 | 21892 | 11005 | 10887 |
Profit Streak | 0 | 96.6152 | 0 | 0 | 96.6152 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151530 | -149043 | -286946 | 334959 | 471686 | -582609 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 66, "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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