Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 36417.1644 | 11615.3752 | 24801.7892 | 39914.7784 | 9990.4729 | 29924.3055 |
Total P&L (%) | 36.4172 | 11.6154 | 24.8018 | 39.9148 | 9.9905 | 29.9243 |
Avg Daily Profit (%) | 0.6993 | 0.223 | 0.4762 | 0.647 | 0.183 | 0.5039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18776 | -19950 | -6486 | -24223 | -26035 | -7507 |
Profit Factor | 1.495 | 1.2592 | 1.8624 | 1.4303 | 1.1729 | 1.8556 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 60.7692 | 58.4615 | 63.0769 | 60.7692 | 58.4615 | 63.0769 |
Ratio Avg Win / Avg Loss | 0.9652 | 0.8947 | 1.0902 | 0.9234 | 0.8334 | 1.0862 |
Largest Winning Trade | 5837 | 3794 | 5837 | 7438 | 4861 | 7438 |
Largest Losing Trade | -9748 | -9748 | -4338 | -13146 | -13146 | -5408 |
Avg Bars in Trades | 181 | 181 | 181 | 181 | 181 | 181 |
Avg Bars in Winners | 143 | 122 | 163 | 143 | 122 | 163 |
Avg Bars in Losers | 239 | 265 | 210 | 239 | 265 | 210 |
Bars Traded | 23585 | 11807 | 11778 | 23585 | 11807 | 11778 |
Profit Streak | 7.3982 | 7.3982 | 10.6503 | 7.3982 | 7.3982 | 10.6503 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367372 | -241218 | -121430 | 348241 | -321983 | -120914 |
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{ "first_band": { "type": "dema", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 86, "offset": 202 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 86, "offset": 202 } } }
# | 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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