Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101236.3928 | 50314.9545 | 50921.4382 | 92595.7372 | 34757.5699 | 57838.1673 |
Total P&L (%) | 101.2364 | 50.315 | 50.9214 | 92.5957 | 34.7576 | 57.8382 |
Avg Daily Profit (%) | 0.3887 | 0.1932 | 0.1955 | 0.252 | 0.1146 | 0.1754 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46713 | -44389 | -38544 | -64668 | -64700 | -51397 |
Profit Factor | 1.2502 | 1.2559 | 1.2449 | 1.1544 | 1.1184 | 1.1888 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Losing Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Profitability (%) | 54.5455 | 54.5455 | 54.5455 | 54.5455 | 54.5455 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.0418 | 1.0466 | 1.0374 | 0.962 | 0.932 | 0.9907 |
Largest Winning Trade | 29991 | 25025 | 29991 | 36274 | 31374 | 36274 |
Largest Losing Trade | -18751 | -10684 | -18751 | -29659 | -22386 | -29659 |
Avg Bars in Trades | 86 | 77 | 95 | 86 | 77 | 95 |
Avg Bars in Winners | 84 | 77 | 92 | 84 | 77 | 92 |
Avg Bars in Losers | 88 | 77 | 99 | 88 | 77 | 99 |
Bars Traded | 24704 | 11042 | 13662 | 24704 | 11042 | 13662 |
Profit Streak | 0 | 0 | 5.6641 | 0 | 0 | 5.6641 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349326 | 182997 | 225015 | -43615 | -135585 | -7671 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 234, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 234, "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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