Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 943267.5453 | 755548.7127 | 187718.8326 | 5191752.7951 | 1777099.1116 | 3414653.6835 |
Total P&L (%) | 943.2675 | 755.5487 | 187.7188 | 5191.7528 | 1777.0991 | 3414.6537 |
Avg Daily Profit (%) | 0.3943 | 0.3158 | 0.0785 | 0.166 | 0.1226 | 0.1489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155246 | -113915 | -81182 | -37575444 | -26569319 | -26276486 |
Profit Factor | 2.0358 | 2.513 | 1.4564 | 1.0342 | 1.021 | 1.0507 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 47.619 | 47.619 | 47.619 | 47.619 | 47.619 | 47.619 |
Ratio Avg Win / Avg Loss | 2.2394 | 2.7643 | 1.602 | 1.1376 | 1.1231 | 1.1558 |
Largest Winning Trade | 333536 | 333536 | 72094 | 13965104 | 12285507 | 13965104 |
Largest Losing Trade | -36722 | -34503 | -36722 | -11293357 | -10998234 | -11293357 |
Avg Bars in Trades | 84 | 65 | 102 | 84 | 65 | 102 |
Avg Bars in Winners | 115 | 87 | 143 | 115 | 87 | 143 |
Avg Bars in Losers | 55 | 46 | 64 | 55 | 46 | 64 |
Bars Traded | 14130 | 5539 | 8591 | 14130 | 5539 | 8591 |
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 | 486783 | 452255 | -87288 | -175216 | -227504 | -159884 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 83, "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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