Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668970.9101 | 653107.8356 | 15863.0746 | 1183370.1314 | 2873167.1559 | -1689797.0245 |
Total P&L (%) | 668.9709 | 653.1078 | 15.8631 | 1183.3701 | 2873.1672 | -1689.797 |
Avg Daily Profit (%) | 0.295 | 0.2881 | 0.007 | 0.1126 | 0.1497 | 0 |
Buy And Hold Return (%) | 441.5232 | 441.5232 | 441.5232 | 441.5232 | 441.5232 | 441.5232 |
Max Trade Drawdown | -153000 | -96406 | -105044 | -6111501 | -3785603 | -2609592 |
Profit Factor | 2.4197 | 3.5443 | 1.074 | 1.1065 | 1.4455 | 0.6378 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 49.1803 | 54.8387 | 43.3333 | 49.1803 | 54.8387 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.5004 | 2.9189 | 1.4044 | 1.1433 | 1.1904 | 0.8341 |
Largest Winning Trade | 183100 | 183100 | 60368 | 3825126 | 3825126 | 697304 |
Largest Losing Trade | -68927 | -42440 | -68927 | -2395639 | -2395639 | -2131145 |
Avg Bars in Trades | 94 | 68 | 121 | 94 | 68 | 121 |
Avg Bars in Winners | 118 | 55 | 201 | 118 | 55 | 201 |
Avg Bars in Losers | 72 | 85 | 60 | 72 | 85 | 60 |
Bars Traded | 5782 | 2137 | 3645 | 5782 | 2137 | 3645 |
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 | -162979 | -583 | -491074 | -315362 | 305114 | -583418 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 150, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 150, "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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