Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803614.8045 | 729012.3424 | 74602.4621 | 3581692.7486 | 14087950.4006 | -10506257.652 |
Total P&L (%) | 803.6148 | 729.0123 | 74.6025 | 3581.6927 | 14087.9504 | -10506.2577 |
Avg Daily Profit (%) | 0.3214 | 0.2916 | 0.0298 | 0.1443 | 0.1984 | 0 |
Buy And Hold Return (%) | 786.9036 | 786.9036 | 786.9036 | 786.9036 | 786.9036 | 786.9036 |
Max Trade Drawdown | -141463 | -83519 | -201422 | -25076248 | -9563587 | -24471537 |
Profit Factor | 1.7593 | 2.3314 | 1.146 | 1.0486 | 1.4152 | 0.7353 |
Total Trades | 283 | 142 | 141 | 283 | 142 | 141 |
Winning Trades | 144 | 75 | 69 | 144 | 75 | 69 |
Losing Trades | 139 | 67 | 72 | 139 | 67 | 72 |
Profitability (%) | 50.8834 | 52.8169 | 48.9362 | 50.8834 | 52.8169 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.6982 | 2.0827 | 1.1959 | 1.0122 | 1.2642 | 0.7673 |
Largest Winning Trade | 125798 | 125798 | 61527 | 7457329 | 7457329 | 2648497 |
Largest Losing Trade | -58621 | -28042 | -58621 | -9995951 | -3088256 | -9995951 |
Avg Bars in Trades | 34 | 41 | 26 | 34 | 41 | 26 |
Avg Bars in Winners | 42 | 51 | 33 | 42 | 51 | 33 |
Avg Bars in Losers | 25 | 31 | 19 | 25 | 31 | 19 |
Bars Traded | 9632 | 5922 | 3710 | 9632 | 5922 | 3710 |
Profit Streak | 42.2278 | 42.4778 | 0 | 42.2278 | 42.4778 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144613 | -151778 | -379004 | -166534 | 343807 | -581094 |
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{ "first_band": { "type": "dema", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 67, "offset": 0 } } }
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# | 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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