Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1490814.2802 | 1509250.5873 | -18436.3071 | 6947159.7963 | 15160862.4201 | -8213702.6238 |
Total P&L (%) | 1490.8143 | 1509.2506 | -18.4363 | 6947.1598 | 15160.8624 | -8213.7026 |
Avg Daily Profit (%) | 0.7984 | 0.8083 | -0.0099 | 0.2282 | 0.2696 | 0 |
Buy And Hold Return (%) | 7447.7857 | 7447.7857 | 7447.7857 | 7447.7857 | 7447.7857 | 7447.7857 |
Max Trade Drawdown | -85521 | -63468 | -115253 | -9878045 | -2949647 | -12499678 |
Profit Factor | 3.8941 | 7.2507 | 0.9326 | 1.2521 | 2.5144 | 0.5319 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Losing Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Profitability (%) | 50 | 58.1395 | 41.8605 | 50 | 58.1395 | 41.8605 |
Ratio Avg Win / Avg Loss | 3.8941 | 5.2205 | 1.2953 | 1.2521 | 1.8104 | 0.7388 |
Largest Winning Trade | 1025718 | 1025718 | 61705 | 8903117 | 8903117 | 1624444 |
Largest Losing Trade | -43200 | -33578 | -43200 | -5073670 | -1813932 | -5073670 |
Avg Bars in Trades | 120 | 119 | 121 | 120 | 119 | 121 |
Avg Bars in Winners | 150 | 152 | 147 | 150 | 152 | 147 |
Avg Bars in Losers | 90 | 74 | 102 | 90 | 74 | 102 |
Bars Traded | 10352 | 5141 | 5211 | 10352 | 5141 | 5211 |
Profit Streak | 0 | 229.1212 | 0 | 0 | 229.1212 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145411 | -141997 | -582225 | -157478 | 318735 | -583892 |
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{ "first_band": { "type": "midprice", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 161, "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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