Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1474983.1728 | 1411208.7767 | 63774.3962 | 28822648.2808 | 25891698.9058 | 2930949.375 |
Total P&L (%) | 1474.9832 | 1411.2088 | 63.7744 | 28822.6483 | 25891.6989 | 2930.9494 |
Avg Daily Profit (%) | 0.7947 | 0.7604 | 0.0344 | 0.3058 | 0.3 | 0.184 |
Buy And Hold Return (%) | 7147.932 | 7147.932 | 7147.932 | 7147.932 | 7147.932 | 7147.932 |
Max Trade Drawdown | -79910 | -89118 | -56008 | -5623253 | -3853808 | -4699939 |
Profit Factor | 3.4045 | 6.2088 | 1.1862 | 1.7072 | 2.5456 | 1.1221 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 98 | 45 | 53 | 98 | 45 | 53 |
Losing Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Profitability (%) | 49.4949 | 45.4545 | 53.5354 | 49.4949 | 45.4545 | 53.5354 |
Ratio Avg Win / Avg Loss | 3.474 | 7.4506 | 1.0295 | 1.742 | 3.0547 | 0.9739 |
Largest Winning Trade | 601111 | 601111 | 61751 | 7532897 | 7532897 | 4564466 |
Largest Losing Trade | -41354 | -21822 | -41354 | -3707276 | -2188907 | -3707276 |
Avg Bars in Trades | 36 | 35 | 36 | 36 | 35 | 36 |
Avg Bars in Winners | 46 | 61 | 34 | 46 | 61 | 34 |
Avg Bars in Losers | 25 | 14 | 38 | 25 | 14 | 38 |
Bars Traded | 7150 | 3532 | 3618 | 7150 | 3532 | 3618 |
Profit Streak | 0 | 21.6465 | 0 | 0 | 21.6465 | 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 | -145306 | -145431 | -328303 | 389662 | 366437 | -245596 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 104 } }, "second_band": { "type": "dema", "factors": { "length": 177, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 104 } }, "second_band": { "type": "dema", "factors": { "length": 177, "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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