Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 967223.6071 | 789038.2 | 178185.4071 | 18285991.7907 | 17887824.2224 | 398167.5683 |
Total P&L (%) | 967.2236 | 789.0382 | 178.1854 | 18285.9918 | 17887.8242 | 398.1676 |
Avg Daily Profit (%) | 0.5305 | 0.4327 | 0.0977 | 0.2864 | 0.2852 | 0.0881 |
Buy And Hold Return (%) | 339.3631 | 339.3631 | 339.3631 | 339.3631 | 339.3631 | 339.3631 |
Max Trade Drawdown | -173496 | -71560 | -119388 | -19133678 | -15251516 | -9866046 |
Profit Factor | 2.5464 | 3.5521 | 1.5633 | 1.2308 | 1.424 | 1.0107 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 57.5758 | 57.5758 | 57.5758 | 57.5758 | 57.5758 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.8763 | 2.6173 | 1.1519 | 0.9069 | 1.0492 | 0.7448 |
Largest Winning Trade | 169472 | 169472 | 68611 | 11349658 | 11349658 | 7680758 |
Largest Losing Trade | -71109 | -26959 | -71109 | -8872362 | -8290048 | -8872362 |
Avg Bars in Trades | 40 | 34 | 46 | 40 | 34 | 46 |
Avg Bars in Winners | 47 | 38 | 56 | 47 | 38 | 56 |
Avg Bars in Losers | 31 | 29 | 34 | 31 | 29 | 34 |
Bars Traded | 5382 | 2291 | 3091 | 5382 | 2291 | 3091 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496960 | -111160 | -349789 | 291674 | -113591 | -520768 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 64, "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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