Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1479877.1405 | 1436120.885 | 43756.2555 | 34666201.737 | 42626930.0421 | -7960728.3051 |
Total P&L (%) | 1479.8771 | 1436.1209 | 43.7563 | 34666.2017 | 42626.93 | -7960.7283 |
Avg Daily Profit (%) | 0.7946 | 0.7711 | 0.0235 | 0.3147 | 0.3258 | 0 |
Buy And Hold Return (%) | 10767.8182 | 10767.8182 | 10767.8182 | 10767.8182 | 10767.8182 | 10767.8182 |
Max Trade Drawdown | -74767 | -46137 | -79206 | -21088735 | -5196043 | -18696484 |
Profit Factor | 5.6943 | 11.1385 | 1.2521 | 1.6833 | 3.0098 | 0.7304 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Losing Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Profitability (%) | 33.8235 | 41.1765 | 26.4706 | 33.8235 | 41.1765 | 26.4706 |
Ratio Avg Win / Avg Loss | 11.1411 | 15.9122 | 3.4779 | 3.2934 | 4.2997 | 2.0288 |
Largest Winning Trade | 603163 | 603163 | 60288 | 28704963 | 28704963 | 10746979 |
Largest Losing Trade | -46137 | -46137 | -19981 | -4812223 | -4812223 | -3640409 |
Avg Bars in Trades | 49 | 56 | 41 | 49 | 56 | 41 |
Avg Bars in Winners | 104 | 101 | 108 | 104 | 101 | 108 |
Avg Bars in Losers | 21 | 25 | 17 | 21 | 25 | 17 |
Bars Traded | 3357 | 1937 | 1420 | 3357 | 1937 | 1420 |
Profit Streak | 0 | 95.2284 | 0 | 0 | 95.2284 | 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 | -264422 | -147220 | -349708 | -110777 | 349683 | -601350 |
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{ "first_band": { "type": "dema", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 205, "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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