Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468888.553 | 485384.7664 | -16496.2134 | 68757.1202 | 97932.7397 | -29175.6195 |
Total P&L (%) | 468.8886 | 485.3848 | -16.4962 | 68.7571 | 97.9327 | -29.1756 |
Avg Daily Profit (%) | 0.2557 | 0.2647 | -0.009 | 0.0285 | 0.0372 | -0.0188 |
Buy And Hold Return (%) | 142.2026 | 142.2026 | 142.2026 | 142.2026 | 142.2026 | 142.2026 |
Max Trade Drawdown | -119458 | -105885 | -103988 | -158774 | -146270 | -90644 |
Profit Factor | 1.5789 | 2.3495 | 0.9634 | 1.081 | 1.2385 | 0.9334 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Losing Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Profitability (%) | 51.6667 | 53.3333 | 50 | 51.6667 | 53.3333 | 50 |
Ratio Avg Win / Avg Loss | 1.4771 | 2.0558 | 0.9634 | 1.0113 | 1.0837 | 0.9334 |
Largest Winning Trade | 388783 | 388783 | 33442 | 102206 | 102206 | 57526 |
Largest Losing Trade | -60762 | -35528 | -60762 | -71229 | -67202 | -71229 |
Avg Bars in Trades | 59 | 53 | 66 | 59 | 53 | 66 |
Avg Bars in Winners | 59 | 57 | 61 | 59 | 57 | 61 |
Avg Bars in Losers | 60 | 48 | 71 | 60 | 48 | 71 |
Bars Traded | 10764 | 4804 | 5960 | 10764 | 4804 | 5960 |
Profit Streak | 0 | 0 | 14.2179 | 0 | 0 | 14.2179 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 295115 | 360845 | -580497 | -450769 | -309102 | -580497 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 163, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 163, "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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