Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1015124.0773 | 853643.9261 | 161480.1512 | 17372027.1031 | 16285384.6026 | 1086642.5005 |
Total P&L (%) | 1015.1241 | 853.6439 | 161.4802 | 17372.0271 | 16285.3846 | 1086.6425 |
Avg Daily Profit (%) | 0.406 | 0.3414 | 0.0646 | 0.2067 | 0.2041 | 0.099 |
Buy And Hold Return (%) | 978.9784 | 978.9784 | 978.9784 | 978.9784 | 978.9784 | 978.9784 |
Max Trade Drawdown | -98728 | -54403 | -69681 | -2972788 | -1400264 | -2498245 |
Profit Factor | 3.7136 | 6.2774 | 1.7605 | 3.3924 | 7.9105 | 1.2215 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 66.6667 | 69.4444 | 63.8889 | 66.6667 | 69.4444 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.8568 | 2.762 | 0.9951 | 1.6962 | 3.4806 | 0.6904 |
Largest Winning Trade | 378802 | 378802 | 59870 | 7603132 | 7603132 | 1269660 |
Largest Losing Trade | -66889 | -43637 | -66889 | -2175237 | -717827 | -2175237 |
Avg Bars in Trades | 62 | 75 | 49 | 62 | 75 | 49 |
Avg Bars in Winners | 68 | 66 | 70 | 68 | 66 | 70 |
Avg Bars in Losers | 49 | 94 | 11 | 49 | 94 | 11 |
Bars Traded | 4488 | 2712 | 1776 | 4488 | 2712 | 1776 |
Profit Streak | 518.7286 | 523.2286 | 518.7286 | 518.7286 | 523.2286 | 518.7286 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -217576 | -144132 | -268784 | -65352 | 737004 | -190910 |
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{ "first_band": { "type": "dema", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 150, "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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