Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779632.0109 | 710179.7786 | 69452.2323 | 3802903.4484 | 25036965.451 | -21234062.0026 |
Total P&L (%) | 779.632 | 710.1798 | 69.4522 | 3802.9034 | 25036.9655 | -21234.062 |
Avg Daily Profit (%) | 0.3118 | 0.284 | 0.0278 | 0.1467 | 0.2213 | 0 |
Buy And Hold Return (%) | 934.7174 | 934.7174 | 934.7174 | 934.7174 | 934.7174 | 934.7174 |
Max Trade Drawdown | -169832 | -79559 | -168930 | -25114454 | -5406384 | -29085342 |
Profit Factor | 1.7381 | 2.3552 | 1.1305 | 1.046 | 1.8201 | 0.5925 |
Total Trades | 283 | 142 | 141 | 283 | 142 | 141 |
Winning Trades | 139 | 73 | 66 | 139 | 73 | 66 |
Losing Trades | 144 | 69 | 75 | 144 | 69 | 75 |
Profitability (%) | 49.1166 | 51.4085 | 46.8085 | 49.1166 | 51.4085 | 46.8085 |
Ratio Avg Win / Avg Loss | 1.8006 | 2.2261 | 1.2846 | 1.0836 | 1.7204 | 0.6733 |
Largest Winning Trade | 150074 | 150074 | 66109 | 14555213 | 14555213 | 2720576 |
Largest Losing Trade | -56438 | -31499 | -56438 | -12485682 | -2322796 | -12485682 |
Avg Bars in Trades | 25 | 30 | 21 | 25 | 30 | 21 |
Avg Bars in Winners | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Losers | 21 | 28 | 14 | 21 | 28 | 14 |
Bars Traded | 7326 | 4296 | 3030 | 7326 | 4296 | 3030 |
Profit Streak | 45.8547 | 45.8547 | 62.188 | 45.8547 | 45.8547 | 62.188 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151087 | -151974 | -398717 | -166509 | 440439 | -580947 |
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{ "first_band": { "type": "dema", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 48, "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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