Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389705.7451 | 253259.5396 | 136446.2055 | 644752.2739 | 242437.2732 | 402315.0007 |
Total P&L (%) | 389.7057 | 253.2595 | 136.4462 | 644.7523 | 242.4373 | 402.315 |
Avg Daily Profit (%) | 0.2755 | 0.179 | 0.0965 | 0.1421 | 0.0871 | 0.1142 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109603 | -85646 | -72921 | -199656 | -151170 | -141284 |
Profit Factor | 1.7552 | 1.8368 | 1.6395 | 1.7385 | 1.4367 | 2.2655 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Profitability (%) | 48.855 | 49.2308 | 48.4848 | 48.855 | 49.2308 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.8375 | 1.8942 | 1.742 | 1.82 | 1.4816 | 2.407 |
Largest Winning Trade | 91508 | 91508 | 34161 | 193744 | 193744 | 123036 |
Largest Losing Trade | -62785 | -62785 | -29062 | -99264 | -99264 | -94108 |
Avg Bars in Trades | 41 | 55 | 28 | 41 | 55 | 28 |
Avg Bars in Winners | 49 | 54 | 45 | 49 | 54 | 45 |
Avg Bars in Losers | 34 | 56 | 12 | 34 | 56 | 12 |
Bars Traded | 5474 | 3614 | 1860 | 5474 | 3614 | 1860 |
Profit Streak | 6.0915 | 0 | 29.3415 | 6.0915 | 0 | 29.3415 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438920 | -121052 | -184572 | 32588 | -207787 | -159749 |
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{ "first_band": { "type": "dema", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 90, "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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