Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 871694.034 | 729206.0998 | 142487.9342 | 10315235.0925 | 12814238.2483 | -2499003.1558 |
Total P&L (%) | 871.694 | 729.2061 | 142.4879 | 10315.2351 | 12814.2382 | -2499.0032 |
Avg Daily Profit (%) | 0.3486 | 0.2916 | 0.057 | 0.186 | 0.1946 | 0 |
Buy And Hold Return (%) | 757.6775 | 757.6775 | 757.6775 | 757.6775 | 757.6775 | 757.6775 |
Max Trade Drawdown | -109216 | -82751 | -79623 | -6175823 | -3764326 | -8218523 |
Profit Factor | 2.3354 | 2.8159 | 1.5672 | 1.45 | 2.1462 | 0.7872 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 56.8047 | 54.1176 | 59.5238 | 56.8047 | 54.1176 | 59.5238 |
Ratio Avg Win / Avg Loss | 1.7759 | 2.3874 | 1.0657 | 1.1026 | 1.8196 | 0.5353 |
Largest Winning Trade | 162278 | 162278 | 32274 | 5658201 | 5658201 | 1168133 |
Largest Losing Trade | -73330 | -46992 | -73330 | -5104269 | -1305211 | -5104269 |
Avg Bars in Trades | 28 | 36 | 20 | 28 | 36 | 20 |
Avg Bars in Winners | 35 | 45 | 25 | 35 | 45 | 25 |
Avg Bars in Losers | 20 | 26 | 13 | 20 | 26 | 13 |
Bars Traded | 4853 | 3127 | 1725 | 4853 | 3127 | 1725 |
Profit Streak | 0 | 0 | 70.1946 | 0 | 0 | 70.1946 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103160 | -151375 | -278049 | 394687 | 442108 | -577939 |
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{ "first_band": { "type": "dema", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 58, "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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