Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398243.1702 | 110822.0489 | 287421.1212 | 1180923.8939 | -57599.3729 | 1238523.2668 |
Total P&L (%) | 398.2432 | 110.822 | 287.4211 | 1180.9239 | -57.5994 | 1238.5233 |
Avg Daily Profit (%) | 0.2644 | 0.0736 | 0.1908 | 0.1694 | -0.0569 | 0.1723 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85575 | -43019 | -74994 | -477373 | -531171 | -288229 |
Profit Factor | 1.8997 | 1.4815 | 2.3527 | 1.6674 | 0.9439 | 2.6671 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 55.6522 | 51.7241 | 59.6491 | 55.6522 | 51.7241 | 59.6491 |
Ratio Avg Win / Avg Loss | 1.5138 | 1.3827 | 1.5915 | 1.3287 | 0.881 | 1.8042 |
Largest Winning Trade | 55660 | 40737 | 55660 | 538939 | 138487 | 538939 |
Largest Losing Trade | -53659 | -23806 | -53659 | -282639 | -282639 | -229538 |
Avg Bars in Trades | 51 | 20 | 82 | 51 | 20 | 82 |
Avg Bars in Winners | 57 | 17 | 93 | 57 | 17 | 93 |
Avg Bars in Losers | 42 | 23 | 65 | 42 | 23 | 65 |
Bars Traded | 5869 | 1187 | 4682 | 5869 | 1187 | 4682 |
Profit Streak | 35.682 | 35.682 | 39.432 | 35.682 | 35.682 | 39.432 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497049 | -272540 | -166234 | 426706 | -759789 | -165368 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 130, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 130, "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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