Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1089789.8097 | 886370.6791 | 203419.1306 | 49463654.4882 | 39261857.0961 | 10201797.3921 |
Total P&L (%) | 1089.7898 | 886.3707 | 203.4191 | 49463.6545 | 39261.8571 | 10201.7974 |
Avg Daily Profit (%) | 0.4359 | 0.3545 | 0.0814 | 0.2485 | 0.2393 | 0.1855 |
Buy And Hold Return (%) | 793.5402 | 793.5402 | 793.5402 | 793.5402 | 793.5402 | 793.5402 |
Max Trade Drawdown | -81814 | -77873 | -48116 | -1546840 | -1472202 | -574831 |
Profit Factor | 4.932 | 7.4241 | 2.4615 | 13.7977 | 19.2488 | 6.9536 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 68.254 | 67.7419 | 68.75 | 68.254 | 67.7419 | 68.75 |
Ratio Avg Win / Avg Loss | 2.2939 | 3.5353 | 1.1189 | 6.4175 | 9.1661 | 3.1607 |
Largest Winning Trade | 381741 | 381741 | 60639 | 19124456 | 19124456 | 3362862 |
Largest Losing Trade | -48220 | -48220 | -48116 | -791670 | -791670 | -574831 |
Avg Bars in Trades | 109 | 132 | 86 | 109 | 132 | 86 |
Avg Bars in Winners | 128 | 145 | 112 | 128 | 145 | 112 |
Avg Bars in Losers | 69 | 107 | 30 | 69 | 107 | 30 |
Bars Traded | 6901 | 4122 | 2779 | 6901 | 4122 | 2779 |
Profit Streak | 525.9663 | 527.2997 | 525.9663 | 525.9663 | 527.2997 | 525.9663 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -179045 | -107884 | -242777 | -130231 | 738506 | 726954 |
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{ "first_band": { "type": "dema", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 210, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 210, "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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