Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81120.2345 | 46923.9411 | 34196.2933 | 68683.0347 | 42247.3016 | 26435.7331 |
Total P&L (%) | 81.1202 | 46.9239 | 34.1963 | 68.683 | 42.2473 | 26.4357 |
Avg Daily Profit (%) | 0.3115 | 0.1802 | 0.1313 | 0.201 | 0.1354 | 0.0901 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53882 | -45309 | -63846 | -79198 | -50433 | -88785 |
Profit Factor | 1.2395 | 1.2602 | 1.2159 | 1.1555 | 1.1819 | 1.1263 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Losing Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Profitability (%) | 52.8226 | 53.2258 | 52.4194 | 52.8226 | 53.2258 | 52.4194 |
Ratio Avg Win / Avg Loss | 1.107 | 1.1075 | 1.1037 | 1.032 | 1.0386 | 1.0223 |
Largest Winning Trade | 19746 | 19746 | 16646 | 24979 | 24979 | 18675 |
Largest Losing Trade | -30196 | -14809 | -30196 | -36335 | -21482 | -36335 |
Avg Bars in Trades | 99 | 99 | 99 | 99 | 99 | 99 |
Avg Bars in Winners | 96 | 93 | 99 | 96 | 93 | 99 |
Avg Bars in Losers | 103 | 107 | 99 | 103 | 107 | 99 |
Bars Traded | 24687 | 12373 | 12314 | 24687 | 12373 | 12314 |
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 | 308025 | 161409 | -22198 | -41622 | -35931 | -158987 |
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{ "first_band": { "type": "dema", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 195, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 195, "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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