Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848628.3108 | 741422.8539 | 107205.4569 | 10148812.6948 | 13552126.4109 | -3403313.7161 |
Total P&L (%) | 848.6283 | 741.4229 | 107.2055 | 10148.8127 | 13552.1264 | -3403.3137 |
Avg Daily Profit (%) | 0.3393 | 0.2965 | 0.0429 | 0.1853 | 0.1968 | 0 |
Buy And Hold Return (%) | 829.2367 | 829.2367 | 829.2367 | 829.2367 | 829.2367 | 829.2367 |
Max Trade Drawdown | -90849 | -75795 | -72454 | -5678249 | -1928218 | -7360264 |
Profit Factor | 2.5991 | 3.5678 | 1.4431 | 1.5695 | 3.042 | 0.6957 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 54.0541 | 53.5714 | 54.5455 | 54.0541 | 53.5714 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.2093 | 3.0921 | 1.2026 | 1.3341 | 2.6364 | 0.5797 |
Largest Winning Trade | 174326 | 174326 | 61335 | 6495872 | 6495872 | 2303224 |
Largest Losing Trade | -55602 | -55602 | -39537 | -4267271 | -1368237 | -4267271 |
Avg Bars in Trades | 65 | 86 | 44 | 65 | 86 | 44 |
Avg Bars in Winners | 86 | 112 | 59 | 86 | 112 | 59 |
Avg Bars in Losers | 41 | 56 | 26 | 41 | 56 | 26 |
Bars Traded | 7285 | 4847 | 2438 | 7285 | 4847 | 2438 |
Profit Streak | 12.0372 | 16.3705 | 0 | 12.0372 | 16.3705 | 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 | -142874 | -329188 | -479938 | 399110 | -165196 | -760244 |
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{ "first_band": { "type": "dema", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 121, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 121, "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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