Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1388668.787 | 1403341.406 | -14672.619 | 8414094.4834 | 13421098.4434 | -5007003.9601 |
Total P&L (%) | 1388.6688 | 1403.3414 | -14.6726 | 8414.0945 | 13421.0984 | -5007.004 |
Avg Daily Profit (%) | 0.7489 | 0.7568 | -0.0079 | 0.24 | 0.265 | 0 |
Buy And Hold Return (%) | 6746.1039 | 6746.1039 | 6746.1039 | 6746.1039 | 6746.1039 | 6746.1039 |
Max Trade Drawdown | -129560 | -47368 | -87885 | -5549923 | -1428371 | -6932251 |
Profit Factor | 3.9013 | 7.8582 | 0.9465 | 1.5398 | 3.5359 | 0.5137 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Losing Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Profitability (%) | 47.0588 | 55.8824 | 38.2353 | 47.0588 | 55.8824 | 38.2353 |
Ratio Avg Win / Avg Loss | 4.3889 | 6.2038 | 1.5289 | 1.7323 | 2.7915 | 0.8298 |
Largest Winning Trade | 808245 | 808245 | 63218 | 6962527 | 6962527 | 2465896 |
Largest Losing Trade | -38010 | -38010 | -37724 | -3268122 | -1302371 | -3268122 |
Avg Bars in Trades | 152 | 152 | 152 | 152 | 152 | 152 |
Avg Bars in Winners | 209 | 201 | 222 | 209 | 201 | 222 |
Avg Bars in Losers | 101 | 91 | 109 | 101 | 91 | 109 |
Bars Traded | 10387 | 5196 | 5191 | 10387 | 5196 | 5191 |
Profit Streak | 0 | 216.4171 | 0 | 0 | 216.4171 | 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 | -260980 | -142732 | -582592 | -192736 | 362705 | -585370 |
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{ "first_band": { "type": "midprice", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 129, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 129, "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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