Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 986533.4714 | 800308.2263 | 186225.2452 | 50465323.3199 | 61820592.5324 | -11355269.2126 |
Total P&L (%) | 986.5335 | 800.3082 | 186.2252 | 50465.3233 | 61820.5925 | -11355.2692 |
Avg Daily Profit (%) | 0.3945 | 0.32 | 0.0745 | 0.2493 | 0.2574 | 0 |
Buy And Hold Return (%) | 765.4353 | 765.4353 | 765.4353 | 765.4353 | 765.4353 | 765.4353 |
Max Trade Drawdown | -79888 | -68361 | -59254 | -20839920 | -4564037 | -27493879 |
Profit Factor | 3.185 | 4.8992 | 1.7562 | 1.8889 | 4.8006 | 0.7197 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 59.2233 | 59.6154 | 58.8235 | 59.2233 | 59.6154 | 58.8235 |
Ratio Avg Win / Avg Loss | 2.193 | 3.3188 | 1.2294 | 1.3006 | 3.252 | 0.5038 |
Largest Winning Trade | 178831 | 178831 | 63642 | 27260256 | 27260256 | 10179982 |
Largest Losing Trade | -42247 | -41052 | -42247 | -20261430 | -3732219 | -20261430 |
Avg Bars in Trades | 70 | 92 | 48 | 70 | 92 | 48 |
Avg Bars in Winners | 77 | 94 | 60 | 77 | 94 | 60 |
Avg Bars in Losers | 60 | 89 | 31 | 60 | 89 | 31 |
Bars Traded | 7295 | 4828 | 2467 | 7295 | 4828 | 2467 |
Profit Streak | 12.5352 | 12.5352 | 68.8686 | 12.5352 | 12.5352 | 68.8686 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57572 | -313012 | -435014 | 485513 | -162016 | -758720 |
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{ "first_band": { "type": "dema", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 132, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 132, "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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