Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645987.2699 | 444741.6069 | 201245.663 | 1985750.7254 | 935093.2702 | 1050657.4552 |
Total P&L (%) | 645.9873 | 444.7416 | 201.2457 | 1985.7507 | 935.0933 | 1050.6575 |
Avg Daily Profit (%) | 0.3673 | 0.2529 | 0.1144 | 0.1729 | 0.133 | 0.139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72225 | -99233 | -40013 | -1770539 | -880458 | -1088770 |
Profit Factor | 2.1001 | 2.3601 | 1.7733 | 1.2801 | 1.2657 | 1.2943 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Profitability (%) | 39.0071 | 32.3944 | 45.7143 | 39.0071 | 32.3944 | 45.7143 |
Ratio Avg Win / Avg Loss | 3.2838 | 4.9255 | 2.1058 | 2.0016 | 2.6416 | 1.5369 |
Largest Winning Trade | 204624 | 204624 | 71583 | 1181614 | 1181614 | 1018748 |
Largest Losing Trade | -24776 | -21717 | -24776 | -955439 | -392593 | -955439 |
Avg Bars in Trades | 145 | 108 | 183 | 145 | 108 | 183 |
Avg Bars in Winners | 271 | 199 | 324 | 271 | 199 | 324 |
Avg Bars in Losers | 64 | 64 | 64 | 64 | 64 | 64 |
Bars Traded | 20512 | 7688 | 12824 | 20512 | 7688 | 12824 |
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 | 344127 | -81236 | -133008 | 179187 | -107922 | -102033 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 165, "offset": 22 } }, "second_band": { "type": "dema", "factors": { "length": 215, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 165, "offset": 22 } }, "second_band": { "type": "dema", "factors": { "length": 215, "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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