Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312240.1639 | 59580.7998 | 252659.3641 | 588171.0871 | -22112.0569 | 610283.144 |
Total P&L (%) | 312.2402 | 59.5808 | 252.6594 | 588.1711 | -22.1121 | 610.2831 |
Avg Daily Profit (%) | 0.2065 | 0.0394 | 0.1671 | 0.1276 | -0.0165 | 0.1297 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59619 | -65750 | -75258 | -387482 | -271855 | -265092 |
Profit Factor | 1.8022 | 1.3337 | 2.1993 | 1.4641 | 0.9626 | 1.903 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 56.044 | 47.8261 | 64.4444 | 56.044 | 47.8261 | 64.4444 |
Ratio Avg Win / Avg Loss | 1.4135 | 1.455 | 1.2134 | 1.1483 | 1.0501 | 1.05 |
Largest Winning Trade | 58734 | 33540 | 58734 | 285389 | 92023 | 285389 |
Largest Losing Trade | -45886 | -19772 | -45886 | -144213 | -78912 | -144213 |
Avg Bars in Trades | 48 | 19 | 77 | 48 | 19 | 77 |
Avg Bars in Winners | 61 | 20 | 92 | 61 | 20 | 92 |
Avg Bars in Losers | 31 | 18 | 51 | 31 | 18 | 51 |
Bars Traded | 4395 | 896 | 3499 | 4395 | 896 | 3499 |
Profit Streak | 0 | 0 | 265.4894 | 0 | 0 | 265.4894 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396360 | -141175 | 494096 | -20111 | -579605 | -13618 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 106, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 106, "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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