Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 51714.7204 | -2478.707 | 54193.4273 | 47618.2155 | -9506.3332 | 57124.5487 |
Total P&L (%) | 51.7147 | -2.4787 | 54.1934 | 47.6182 | -9.5063 | 57.1245 |
Avg Daily Profit (%) | 0.1986 | -0.0095 | 0.2081 | 0.1497 | -0.0384 | 0.1737 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29308 | -21795 | -19306 | -39789 | -26824 | -26269 |
Profit Factor | 1.3601 | 0.9699 | 1.8838 | 1.266 | 0.9066 | 1.7399 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 31 | 20 | 11 | 31 | 20 | 11 |
Profitability (%) | 68.3673 | 59.1837 | 77.551 | 68.3673 | 59.1837 | 77.551 |
Ratio Avg Win / Avg Loss | 0.6293 | 0.6689 | 0.5453 | 0.5858 | 0.6253 | 0.5037 |
Largest Winning Trade | 10488 | 10488 | 8423 | 12081 | 12081 | 9986 |
Largest Losing Trade | -19306 | -15918 | -19306 | -25056 | -19261 | -25056 |
Avg Bars in Trades | 240 | 267 | 213 | 240 | 267 | 213 |
Avg Bars in Winners | 144 | 125 | 158 | 144 | 125 | 158 |
Avg Bars in Losers | 448 | 472 | 404 | 448 | 472 | 404 |
Bars Traded | 23556 | 13086 | 10470 | 23556 | 13086 | 10470 |
Profit Streak | 3.9829 | 3.9829 | 21.1287 | 3.9829 | 3.9829 | 21.1287 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 249242 | -581122 | 405514 | 185627 | -581122 | 391958 |
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{ "first_band": { "type": "dema", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 214, "offset": 156 } } }
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# | 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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