Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286847.5874 | 207684.847 | 79162.7405 | 212290.1762 | 218796.8503 | -6506.6741 |
Total P&L (%) | 286.8476 | 207.6848 | 79.1627 | 212.2902 | 218.7969 | -6.5067 |
Avg Daily Profit (%) | 0.2754 | 0.1994 | 0.076 | 0.1094 | 0.1114 | -0.0065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116430 | -92780 | -74438 | -1118856 | -746387 | -560403 |
Profit Factor | 1.3433 | 1.5053 | 1.1865 | 1.0476 | 1.101 | 0.9972 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 124 | 54 | 70 | 124 | 54 | 70 |
Losing Trades | 164 | 90 | 74 | 164 | 90 | 74 |
Profitability (%) | 43.0556 | 37.5 | 48.6111 | 43.0556 | 37.5 | 48.6111 |
Ratio Avg Win / Avg Loss | 1.7767 | 2.5089 | 1.2543 | 1.3855 | 1.835 | 1.0541 |
Largest Winning Trade | 137911 | 137911 | 30826 | 431428 | 431428 | 220374 |
Largest Losing Trade | -26662 | -16037 | -26662 | -207096 | -132742 | -207096 |
Avg Bars in Trades | 85 | 72 | 98 | 85 | 72 | 98 |
Avg Bars in Winners | 108 | 94 | 119 | 108 | 94 | 119 |
Avg Bars in Losers | 68 | 60 | 79 | 68 | 60 | 79 |
Bars Traded | 24734 | 10479 | 14255 | 24734 | 10479 | 14255 |
Profit Streak | 0 | 11.7942 | 0 | 0 | 11.7942 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307108 | 203701 | -107572 | -216368 | -157051 | -579824 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 93, "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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