Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1208953.8838 | 1038149.554 | 170804.3298 | 2467165.8185 | 1227054.2253 | 1240111.5932 |
Total P&L (%) | 1208.9539 | 1038.1496 | 170.8043 | 2467.1658 | 1227.0542 | 1240.1116 |
Avg Daily Profit (%) | 0.5055 | 0.434 | 0.0714 | 0.1358 | 0.1082 | 0.1086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146849 | -108375 | -98455 | -8113721 | -5649744 | -2965001 |
Profit Factor | 2.5799 | 3.643 | 1.4586 | 1.1319 | 1.1186 | 1.1484 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 45.6647 | 43.6782 | 47.6744 | 45.6647 | 43.6782 | 47.6744 |
Ratio Avg Win / Avg Loss | 3.0697 | 4.6975 | 1.6009 | 1.3469 | 1.4424 | 1.2605 |
Largest Winning Trade | 590773 | 590773 | 68783 | 4411894 | 4411894 | 2308907 |
Largest Losing Trade | -54082 | -44203 | -54082 | -3124980 | -3124980 | -2003096 |
Avg Bars in Trades | 80 | 70 | 91 | 80 | 70 | 91 |
Avg Bars in Winners | 125 | 111 | 137 | 125 | 111 | 137 |
Avg Bars in Losers | 42 | 37 | 48 | 42 | 37 | 48 |
Bars Traded | 13938 | 6108 | 7830 | 13938 | 6108 | 7830 |
Profit Streak | 3.1009 | 18.9343 | 3.1009 | 3.1009 | 18.9343 | 3.1009 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525898 | 544440 | -97707 | -87718 | -139965 | -107159 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 225 } }, "second_band": { "type": "dema", "factors": { "length": 134, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 225 } }, "second_band": { "type": "dema", "factors": { "length": 134, "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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