Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1062809.8634 | 844769.8009 | 218040.0626 | 85530858.4068 | 81204592.002 | 4326266.4047 |
Total P&L (%) | 1062.8099 | 844.7698 | 218.0401 | 85530.8584 | 81204.592 | 4326.2664 |
Avg Daily Profit (%) | 0.425 | 0.3378 | 0.0872 | 0.2704 | 0.2683 | 0.1517 |
Buy And Hold Return (%) | 877.5824 | 877.5824 | 877.5824 | 877.5824 | 877.5824 | 877.5824 |
Max Trade Drawdown | -75704 | -50239 | -86586 | -8801300 | -1266103 | -8801300 |
Profit Factor | 4.5577 | 8.014 | 2.2229 | 6.405 | 31.6479 | 1.3284 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 16 | 7 | 9 | 16 | 7 | 9 |
Profitability (%) | 73.3333 | 76.6667 | 70 | 73.3333 | 76.6667 | 70 |
Ratio Avg Win / Avg Loss | 1.6574 | 2.439 | 0.9527 | 2.3291 | 9.632 | 0.5693 |
Largest Winning Trade | 184707 | 184707 | 65001 | 36842658 | 36842658 | 5682963 |
Largest Losing Trade | -71584 | -44805 | -71584 | -8801300 | -1128029 | -8801300 |
Avg Bars in Trades | 76 | 87 | 64 | 76 | 87 | 64 |
Avg Bars in Winners | 86 | 90 | 81 | 86 | 90 | 81 |
Avg Bars in Losers | 48 | 79 | 25 | 48 | 79 | 25 |
Bars Traded | 4570 | 2630 | 1940 | 4570 | 2630 | 1940 |
Profit Streak | 286.1929 | 545.1929 | 286.1929 | 286.1929 | 545.1929 | 286.1929 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -251764 | -143255 | -237352 | -151915 | 789411 | 299996 |
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{ "first_band": { "type": "dema", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 170, "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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