Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2572336.5488 | 2468987.1982 | 103349.3505 | 79466091.271 | 78037626.2988 | 1428464.9722 |
Total P&L (%) | 2572.3365 | 2468.9872 | 103.3494 | 79466.0913 | 78037.6263 | 1428.465 |
Avg Daily Profit (%) | 1.1357 | 1.0901 | 0.0456 | 0.2953 | 0.2945 | 0.1205 |
Buy And Hold Return (%) | 11349.5925 | 11349.5925 | 11349.5925 | 11349.5925 | 11349.5925 | 11349.5925 |
Max Trade Drawdown | -52662 | -66352 | -34960 | -39019508 | -29499907 | -32091533 |
Profit Factor | 8.4323 | 16.5381 | 1.5521 | 1.6824 | 2.6214 | 1.0209 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 40 | 33.3333 | 46.6667 | 40 | 33.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 12.6484 | 33.0762 | 1.7738 | 2.5236 | 5.2427 | 1.1668 |
Largest Winning Trade | 1721237 | 1721237 | 50623 | 76933747 | 76933747 | 39855909 |
Largest Losing Trade | -29311 | -13454 | -29311 | -17356411 | -11539962 | -17356411 |
Avg Bars in Trades | 47 | 48 | 47 | 47 | 48 | 47 |
Avg Bars in Winners | 94 | 109 | 83 | 94 | 109 | 83 |
Avg Bars in Losers | 16 | 18 | 15 | 16 | 18 | 15 |
Bars Traded | 4305 | 2186 | 2119 | 4305 | 2186 | 2119 |
Profit Streak | 0 | 74.3575 | 0 | 0 | 74.3575 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147440 | -149281 | -296240 | 302078 | 299241 | -396307 |
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{ "first_band": { "type": "dema", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 58, "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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