Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737980.7427 | 577905.5086 | 160075.2341 | 1197117.6307 | 840065.9678 | 357051.6629 |
Total P&L (%) | 737.9807 | 577.9055 | 160.0752 | 1197.1176 | 840.066 | 357.0517 |
Avg Daily Profit (%) | 0.4601 | 0.3603 | 0.0998 | 0.1599 | 0.1398 | 0.0948 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100050 | -98486 | -87872 | -2236566 | -1941859 | -1298690 |
Profit Factor | 2.27 | 2.6698 | 1.6812 | 1.1701 | 1.2111 | 1.1168 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 36.7521 | 32.2034 | 41.3793 | 36.7521 | 32.2034 | 41.3793 |
Ratio Avg Win / Avg Loss | 3.9066 | 5.6207 | 2.3817 | 2.0137 | 2.5496 | 1.5821 |
Largest Winning Trade | 359866 | 359866 | 59933 | 2005890 | 2005890 | 685857 |
Largest Losing Trade | -24788 | -21767 | -24788 | -656611 | -529157 | -656611 |
Avg Bars in Trades | 159 | 142 | 177 | 159 | 142 | 177 |
Avg Bars in Winners | 283 | 281 | 283 | 283 | 281 | 283 |
Avg Bars in Losers | 88 | 76 | 101 | 88 | 76 | 101 |
Bars Traded | 18705 | 8432 | 10273 | 18705 | 8432 | 10273 |
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 | 350668 | -169378 | -239965 | -29445 | -189221 | -340787 |
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{ "first_band": { "type": "dema", "factors": { "length": 164, "offset": 176 } }, "second_band": { "type": "midpoint", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 164, "offset": 176 } }, "second_band": { "type": "midpoint", "factors": { "length": 49, "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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