Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612048.8604 | 377996.5251 | 234052.3354 | 8011002.1347 | 4714176.7666 | 3296825.368 |
Total P&L (%) | 612.0489 | 377.9965 | 234.0523 | 8011.0021 | 4714.1768 | 3296.8254 |
Avg Daily Profit (%) | 0.5876 | 0.3629 | 0.2247 | 0.4229 | 0.3726 | 0.339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73645 | -64173 | -31516 | -6201655 | -4941094 | -3891317 |
Profit Factor | 2.3095 | 2.4871 | 2.0977 | 1.2688 | 1.3201 | 1.2188 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 54.491 | 51.8072 | 57.1429 | 54.491 | 51.8072 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.9288 | 2.3136 | 1.5732 | 1.0597 | 1.228 | 0.9141 |
Largest Winning Trade | 102885 | 102885 | 45386 | 5774509 | 5774509 | 2390727 |
Largest Losing Trade | -24357 | -24357 | -18164 | -1903122 | -1903122 | -1788378 |
Avg Bars in Trades | 147 | 124 | 170 | 147 | 124 | 170 |
Avg Bars in Winners | 177 | 139 | 211 | 177 | 139 | 211 |
Avg Bars in Losers | 113 | 109 | 117 | 113 | 109 | 117 |
Bars Traded | 24709 | 10356 | 14353 | 24709 | 10356 | 14353 |
Profit Streak | 0.9053 | 10.9469 | 0.9053 | 0.9053 | 10.947 | 0.9053 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522719 | 514737 | 337043 | 309905 | 369511 | 168775 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 121, "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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