Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1718219.469 | 1603610.3484 | 114609.1206 | 1106402.0944 | -436957.117 | 1543359.2114 |
Total P&L (%) | 1718.2195 | 1603.6103 | 114.6091 | 1106.4021 | -436.9571 | 1543.3592 |
Avg Daily Profit (%) | 0.7261 | 0.6777 | 0.0484 | 0.1053 | 0 | 0.1184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140894 | -62705 | -86628 | -1996316 | -1521808 | -474507 |
Profit Factor | 4.6713 | 7.5913 | 1.51 | 1.3313 | 0.7948 | 2.2743 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 44.0678 | 40 | 48.2759 | 44.0678 | 40 | 48.2759 |
Ratio Avg Win / Avg Loss | 5.9289 | 11.387 | 1.6178 | 1.6897 | 1.1921 | 2.4368 |
Largest Winning Trade | 1586976 | 1586976 | 58445 | 1074156 | 622697 | 1074156 |
Largest Losing Trade | -47065 | -39587 | -47065 | -1267871 | -1267871 | -442441 |
Avg Bars in Trades | 149 | 141 | 157 | 149 | 141 | 157 |
Avg Bars in Winners | 232 | 225 | 239 | 232 | 225 | 239 |
Avg Bars in Losers | 83 | 86 | 80 | 83 | 86 | 80 |
Bars Traded | 8816 | 4255 | 4561 | 8816 | 4255 | 4561 |
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 | -161718 | 601652 | -126473 | -232417 | -583047 | -30956 |
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{ "first_band": { "type": "dema", "factors": { "length": 233, "offset": 111 } }, "second_band": { "type": "midprice", "factors": { "length": 48, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 233, "offset": 111 } }, "second_band": { "type": "midprice", "factors": { "length": 48, "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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