Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1518977.4591 | 1495144.062 | 23833.3971 | 1776077.6051 | 2328982.0778 | -552904.4727 |
Total P&L (%) | 1518.9775 | 1495.1441 | 23.8334 | 1776.0776 | 2328.9821 | -552.9045 |
Avg Daily Profit (%) | 0.8375 | 0.8243 | 0.0131 | 0.1618 | 0.176 | 0 |
Buy And Hold Return (%) | 544.0284 | 544.0284 | 544.0284 | 544.0284 | 544.0284 | 544.0284 |
Max Trade Drawdown | -158231 | -104309 | -81201 | -2794523 | -1869603 | -1524815 |
Profit Factor | 3.3284 | 5.553 | 1.0736 | 1.1718 | 1.455 | 0.8941 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 38.0435 | 36.9565 | 39.1304 | 38.0435 | 36.9565 | 39.1304 |
Ratio Avg Win / Avg Loss | 5.4205 | 9.4728 | 1.67 | 1.9084 | 2.482 | 1.3908 |
Largest Winning Trade | 979295 | 979295 | 75937 | 2236393 | 2236393 | 1387274 |
Largest Losing Trade | -45741 | -45741 | -31204 | -1010712 | -1010712 | -621347 |
Avg Bars in Trades | 77 | 67 | 87 | 77 | 67 | 87 |
Avg Bars in Winners | 132 | 106 | 157 | 132 | 106 | 157 |
Avg Bars in Losers | 43 | 45 | 42 | 43 | 45 | 42 |
Bars Traded | 7131 | 3113 | 4017 | 7131 | 3113 | 4017 |
Profit Streak | 0 | 21.0181 | 0 | 0 | 21.0181 | 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 | 427033 | 489809 | -483714 | -30000 | 128001 | -583264 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 43, "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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