Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471623.7883 | 408992.0335 | 62631.7548 | 249845.5393 | 718693.5063 | -468847.9669 |
Total P&L (%) | 471.6238 | 408.992 | 62.6318 | 249.8455 | 718.6935 | -468.848 |
Avg Daily Profit (%) | 0.2506 | 0.2173 | 0.0333 | 0.0666 | 0.1118 | 0 |
Buy And Hold Return (%) | 19.5576 | 19.5576 | 19.5576 | 19.5576 | 19.5576 | 19.5576 |
Max Trade Drawdown | -162433 | -100865 | -100971 | -1325894 | -703163 | -1009557 |
Profit Factor | 1.3618 | 1.6549 | 1.0922 | 1.0401 | 1.2544 | 0.8626 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 152 | 75 | 77 | 152 | 75 | 77 |
Losing Trades | 170 | 86 | 84 | 170 | 86 | 84 |
Profitability (%) | 47.205 | 46.5839 | 47.8261 | 47.205 | 46.5839 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.5231 | 1.8977 | 1.1915 | 1.1632 | 1.4383 | 0.941 |
Largest Winning Trade | 90153 | 90153 | 51600 | 393034 | 393034 | 237070 |
Largest Losing Trade | -66072 | -42510 | -66072 | -360638 | -214114 | -360638 |
Avg Bars in Trades | 69 | 59 | 78 | 69 | 59 | 78 |
Avg Bars in Winners | 88 | 72 | 103 | 88 | 72 | 103 |
Avg Bars in Losers | 52 | 48 | 56 | 52 | 48 | 56 |
Bars Traded | 22318 | 9611 | 12706 | 22318 | 9611 | 12706 |
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 | 368034 | 355062 | -270983 | -279918 | -44583 | -581335 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 92, "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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