Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1459175.6207 | 1424847.8277 | 34327.7931 | 28249589.5483 | 39567575.1505 | -11317985.6022 |
Total P&L (%) | 1459.1756 | 1424.8478 | 34.3278 | 28249.5895 | 39567.5752 | -11317.9856 |
Avg Daily Profit (%) | 0.7849 | 0.7665 | 0.0185 | 0.3042 | 0.3224 | 0 |
Buy And Hold Return (%) | 10493.5307 | 10493.5307 | 10493.5307 | 10493.5307 | 10493.5307 | 10493.5307 |
Max Trade Drawdown | -55077 | -50073 | -69717 | -17481104 | -7417121 | -18207280 |
Profit Factor | 5.5835 | 10.8278 | 1.198 | 1.5432 | 2.915 | 0.6389 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 38.2353 | 44.1176 | 32.3529 | 38.2353 | 44.1176 | 32.3529 |
Ratio Avg Win / Avg Loss | 9.0195 | 13.7153 | 2.5049 | 2.4929 | 3.6923 | 1.3359 |
Largest Winning Trade | 603163 | 603163 | 61067 | 27845820 | 27845820 | 9994015 |
Largest Losing Trade | -45057 | -45057 | -17208 | -4708842 | -4134506 | -4708842 |
Avg Bars in Trades | 49 | 57 | 40 | 49 | 57 | 40 |
Avg Bars in Winners | 99 | 102 | 94 | 99 | 102 | 94 |
Avg Bars in Losers | 18 | 22 | 15 | 18 | 22 | 15 |
Bars Traded | 3357 | 1964 | 1393 | 3357 | 1964 | 1393 |
Profit Streak | 0 | 91.8119 | 0 | 0 | 91.8119 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -262870 | -146116 | -342459 | -110127 | 377189 | -585991 |
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{ "first_band": { "type": "dema", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 73, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 73, "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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