Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137282.0107 | 57651.8532 | 79630.1575 | 146805.4943 | 21749.8442 | 125055.6501 |
Total P&L (%) | 137.282 | 57.6519 | 79.6302 | 146.8055 | 21.7498 | 125.0557 |
Avg Daily Profit (%) | 0.2074 | 0.0871 | 0.1203 | 0.1365 | 0.0297 | 0.1226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53168 | -38904 | -28390 | -177496 | -114110 | -101730 |
Profit Factor | 1.4834 | 1.3808 | 1.6005 | 1.2206 | 1.0624 | 1.3948 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 49.1803 | 47.541 | 50.8197 | 49.1803 | 47.541 | 50.8197 |
Ratio Avg Win / Avg Loss | 1.5328 | 1.5237 | 1.5489 | 1.2613 | 1.1723 | 1.3498 |
Largest Winning Trade | 41025 | 41025 | 25662 | 74029 | 74029 | 63398 |
Largest Losing Trade | -16912 | -16912 | -14242 | -57378 | -50237 | -57378 |
Avg Bars in Trades | 123 | 113 | 133 | 123 | 113 | 133 |
Avg Bars in Winners | 143 | 119 | 166 | 143 | 119 | 166 |
Avg Bars in Losers | 103 | 107 | 98 | 103 | 107 | 98 |
Bars Traded | 15019 | 6905 | 8114 | 15019 | 6905 | 8114 |
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 | 355829 | -238594 | -191107 | -11261 | -473577 | -190377 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 136, "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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