Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418308.6609 | 370300.9704 | 48007.6905 | 220740.9777 | 286484.4869 | -65743.5092 |
Total P&L (%) | 418.3087 | 370.301 | 48.0077 | 220.741 | 286.4845 | -65.7435 |
Avg Daily Profit (%) | 0.3427 | 0.3034 | 0.0393 | 0.0955 | 0.1108 | -0.0877 |
Buy And Hold Return (%) | 56.2422 | 56.2422 | 56.2422 | 56.2422 | 56.2422 | 56.2422 |
Max Trade Drawdown | -122041 | -78760 | -108368 | -452342 | -237982 | -430334 |
Profit Factor | 1.5439 | 1.8961 | 1.1349 | 1.1131 | 1.2794 | 0.929 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 99 | 53 | 46 | 99 | 53 | 46 |
Profitability (%) | 45.6044 | 41.7582 | 49.4505 | 45.6044 | 41.7582 | 49.4505 |
Ratio Avg Win / Avg Loss | 1.8415 | 2.6445 | 1.1601 | 1.3277 | 1.7844 | 0.9496 |
Largest Winning Trade | 203699 | 203699 | 47724 | 316870 | 316870 | 99969 |
Largest Losing Trade | -47434 | -27643 | -47434 | -263677 | -66940 | -263677 |
Avg Bars in Trades | 78 | 90 | 67 | 78 | 90 | 67 |
Avg Bars in Winners | 108 | 129 | 90 | 108 | 129 | 90 |
Avg Bars in Losers | 54 | 61 | 46 | 54 | 61 | 46 |
Bars Traded | 14373 | 8190 | 6183 | 14373 | 8190 | 6183 |
Profit Streak | 14.7604 | 0 | 14.9271 | 14.7604 | 0 | 14.9271 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408904 | 299183 | -378211 | -163972 | -48772 | -580715 |
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{ "first_band": { "type": "dema", "factors": { "length": 151, "offset": 75 } }, "second_band": { "type": "midpoint", "factors": { "length": 183, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 151, "offset": 75 } }, "second_band": { "type": "midpoint", "factors": { "length": 183, "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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