Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 875708.5304 | 775296.162 | 100412.3684 | 6975867.9895 | 11724662.2134 | -4748794.2239 |
Total P&L (%) | 875.7085 | 775.2962 | 100.4124 | 6975.868 | 11724.6622 | -4748.7942 |
Avg Daily Profit (%) | 0.3503 | 0.3101 | 0.0402 | 0.1705 | 0.1911 | 0 |
Buy And Hold Return (%) | 697.4098 | 697.4098 | 697.4098 | 697.4098 | 697.4098 | 697.4098 |
Max Trade Drawdown | -72528 | -62229 | -68683 | -5585136 | -2418663 | -6480510 |
Profit Factor | 2.3624 | 3.5199 | 1.2996 | 1.3159 | 2.2748 | 0.6315 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Losing Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Profitability (%) | 46.6292 | 44.9438 | 48.3146 | 46.6292 | 44.9438 | 48.3146 |
Ratio Avg Win / Avg Loss | 2.7039 | 4.3119 | 1.3903 | 1.5061 | 2.7867 | 0.6756 |
Largest Winning Trade | 347756 | 347756 | 51089 | 9726123 | 9726123 | 1829135 |
Largest Losing Trade | -51602 | -17790 | -51602 | -3697812 | -1291195 | -3697812 |
Avg Bars in Trades | 55 | 61 | 49 | 55 | 61 | 49 |
Avg Bars in Winners | 82 | 93 | 72 | 82 | 93 | 72 |
Avg Bars in Losers | 31 | 34 | 27 | 31 | 34 | 27 |
Bars Traded | 9808 | 5446 | 4362 | 9808 | 5446 | 4362 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72796 | -117627 | -305920 | 313169 | 360346 | -581749 |
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{ "first_band": { "type": "dema", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 44, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 44, "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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