Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503872.5933 | 476878.4107 | 26994.1826 | 28023.2169 | 146301.2007 | -118277.9838 |
Total P&L (%) | 503.8726 | 476.8784 | 26.9942 | 28.0232 | 146.3012 | -118.278 |
Avg Daily Profit (%) | 0.2611 | 0.2471 | 0.014 | 0.0128 | 0.0467 | 0 |
Buy And Hold Return (%) | 10.7842 | 10.7842 | 10.7842 | 10.7842 | 10.7842 | 10.7842 |
Max Trade Drawdown | -126868 | -87466 | -236810 | -201394 | -117770 | -244741 |
Profit Factor | 1.515 | 2.1309 | 1.0485 | 1.0289 | 1.3454 | 0.7835 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 54.6584 | 55.5556 | 53.75 | 54.6584 | 55.5556 | 53.75 |
Ratio Avg Win / Avg Loss | 1.2568 | 1.7047 | 0.9022 | 0.8535 | 1.0763 | 0.6742 |
Largest Winning Trade | 147502 | 147502 | 64957 | 88169 | 70894 | 88169 |
Largest Losing Trade | -80329 | -44749 | -80329 | -119135 | -45085 | -119135 |
Avg Bars in Trades | 141 | 89 | 193 | 141 | 89 | 193 |
Avg Bars in Winners | 174 | 83 | 270 | 174 | 83 | 270 |
Avg Bars in Losers | 101 | 97 | 104 | 101 | 97 | 104 |
Bars Traded | 22772 | 7279 | 15493 | 22772 | 7279 | 15493 |
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 | 410594 | 30192 | -365528 | -368170 | -141388 | -599750 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 214, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 214, "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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