Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281756.2744 | 343698.4742 | -61942.1998 | -63446.1483 | 141602.289 | -205048.4374 |
Total P&L (%) | 281.7563 | 343.6985 | -61.9422 | -63.4461 | 141.6023 | -205.0484 |
Avg Daily Profit (%) | 0.1469 | 0.1792 | -0.0323 | -0.0524 | 0.046 | 0 |
Buy And Hold Return (%) | 82.9617 | 82.9617 | 82.9617 | 82.9617 | 82.9617 | 82.9617 |
Max Trade Drawdown | -267821 | -208731 | -144577 | -192803 | -74339 | -231959 |
Profit Factor | 1.4974 | 2.2932 | 0.794 | 0.8378 | 2.3998 | 0.2931 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 46.1538 | 48.7179 | 43.5897 | 46.1538 | 48.7179 | 43.5897 |
Ratio Avg Win / Avg Loss | 1.747 | 2.4139 | 1.0275 | 0.9775 | 2.5262 | 0.3793 |
Largest Winning Trade | 280701 | 280701 | 73210 | 101664 | 101664 | 26581 |
Largest Losing Trade | -68523 | -53656 | -68523 | -122861 | -20569 | -122861 |
Avg Bars in Trades | 44 | 56 | 32 | 44 | 56 | 32 |
Avg Bars in Winners | 50 | 49 | 51 | 50 | 49 | 51 |
Avg Bars in Losers | 39 | 63 | 16 | 39 | 63 | 16 |
Bars Traded | 3466 | 2216 | 1250 | 3466 | 2216 | 1250 |
Profit Streak | 0 | 98.0191 | 0 | 0 | 98.0191 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37619 | 352635 | -581583 | -621051 | -135675 | -583250 |
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{ "first_band": { "type": "dema", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 36, "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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