Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 734564.0909 | 688278.6991 | 46285.3918 | 2455475.7991 | 5213283.4942 | -2757807.6951 |
Total P&L (%) | 734.5641 | 688.2787 | 46.2854 | 2455.4758 | 5213.2835 | -2757.8077 |
Avg Daily Profit (%) | 0.2938 | 0.2753 | 0.0185 | 0.1297 | 0.159 | 0 |
Buy And Hold Return (%) | 764.0478 | 764.0478 | 764.0478 | 764.0478 | 764.0478 | 764.0478 |
Max Trade Drawdown | -89839 | -77317 | -97970 | -2389374 | -1312967 | -3866286 |
Profit Factor | 1.7062 | 2.3009 | 1.0906 | 1.1611 | 1.7339 | 0.6613 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 152 | 74 | 78 | 152 | 74 | 78 |
Losing Trades | 186 | 95 | 91 | 186 | 95 | 91 |
Profitability (%) | 44.9704 | 43.787 | 46.1538 | 44.9704 | 43.787 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.0878 | 2.9539 | 1.2723 | 1.4208 | 2.2259 | 0.7715 |
Largest Winning Trade | 156393 | 156393 | 64830 | 1832968 | 1832968 | 392994 |
Largest Losing Trade | -52843 | -30157 | -52843 | -1560773 | -656703 | -1560773 |
Avg Bars in Trades | 29 | 33 | 24 | 29 | 33 | 24 |
Avg Bars in Winners | 37 | 43 | 31 | 37 | 43 | 31 |
Avg Bars in Losers | 22 | 26 | 18 | 22 | 26 | 18 |
Bars Traded | 9823 | 5717 | 4106 | 9823 | 5717 | 4106 |
Profit Streak | 6.4661 | 0 | 7.9661 | 6.4661 | 0 | 7.9661 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152925 | -154802 | -455032 | -64942 | 315715 | -580991 |
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{ "first_band": { "type": "dema", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 49, "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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