Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 927598.97 | 845004.7661 | 82594.2039 | 5225876.2697 | 4751890.1914 | 473986.0783 |
Total P&L (%) | 927.599 | 845.0048 | 82.5942 | 5225.8763 | 4751.8902 | 473.9861 |
Avg Daily Profit (%) | 0.371 | 0.3379 | 0.033 | 0.1591 | 0.1554 | 0.0699 |
Buy And Hold Return (%) | 902.182 | 902.182 | 902.182 | 902.182 | 902.182 | 902.182 |
Max Trade Drawdown | -119878 | -88861 | -43347 | -915581 | -547549 | -930751 |
Profit Factor | 2.439 | 3.3181 | 1.2949 | 2.233 | 3.7576 | 1.1885 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 60 | 60.3448 | 59.6491 | 60 | 60.3448 | 59.6491 |
Ratio Avg Win / Avg Loss | 1.626 | 2.1805 | 0.8759 | 1.4887 | 2.4693 | 0.804 |
Largest Winning Trade | 364267 | 364267 | 42507 | 2769974 | 2769974 | 999558 |
Largest Losing Trade | -56445 | -56445 | -43347 | -915581 | -421344 | -915581 |
Avg Bars in Trades | 41 | 53 | 28 | 41 | 53 | 28 |
Avg Bars in Winners | 45 | 54 | 34 | 45 | 54 | 34 |
Avg Bars in Losers | 35 | 51 | 19 | 35 | 51 | 19 |
Bars Traded | 4723 | 3097 | 1626 | 4723 | 3097 | 1626 |
Profit Streak | 8.8116 | 8.8116 | 63.3116 | 8.8116 | 8.8116 | 63.3116 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140146 | -328262 | -493710 | 458719 | -164660 | -457812 |
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{ "first_band": { "type": "dema", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 84, "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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