Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412426.0459 | 206291.8402 | 206134.2056 | 1786272.5138 | -181044.1333 | 1967316.6471 |
Total P&L (%) | 412.426 | 206.2918 | 206.1342 | 1786.2725 | -181.0441 | 1967.3166 |
Avg Daily Profit (%) | 0.3959 | 0.198 | 0.1979 | 0.2824 | 0 | 0.2912 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65612 | -63581 | -63964 | -1427877 | -1599460 | -926939 |
Profit Factor | 1.6428 | 1.6528 | 1.6332 | 1.179 | 0.9621 | 1.3783 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 184 | 86 | 98 | 184 | 86 | 98 |
Losing Trades | 138 | 75 | 63 | 138 | 75 | 63 |
Profitability (%) | 57.1429 | 53.4161 | 60.8696 | 57.1429 | 53.4161 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.2321 | 1.4414 | 1.0499 | 0.8843 | 0.839 | 0.8861 |
Largest Winning Trade | 50825 | 50825 | 39785 | 697311 | 657588 | 697311 |
Largest Losing Trade | -46439 | -13863 | -46439 | -630049 | -281911 | -630049 |
Avg Bars in Trades | 76 | 61 | 91 | 76 | 61 | 91 |
Avg Bars in Winners | 75 | 56 | 92 | 75 | 56 | 92 |
Avg Bars in Losers | 77 | 66 | 89 | 77 | 66 | 89 |
Bars Traded | 24548 | 9856 | 14692 | 24548 | 9856 | 14692 |
Profit Streak | 0 | 0 | 26.1184 | 0 | 0 | 26.1184 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500590 | 372752 | 425632 | -13917 | -580047 | 358272 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 177, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 177, "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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