Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 969752.3605 | 798890.5421 | 170861.8185 | 2235177.8247 | 1908741.6019 | 326436.2229 |
Total P&L (%) | 969.7524 | 798.8905 | 170.8618 | 2235.1778 | 1908.7416 | 326.4362 |
Avg Daily Profit (%) | 0.4194 | 0.3455 | 0.0739 | 0.1364 | 0.1298 | 0.0627 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143023 | -116533 | -112519 | -10127369 | -7959412 | -4763471 |
Profit Factor | 1.8637 | 2.4092 | 1.3074 | 1.0552 | 1.0881 | 1.0173 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 136 | 70 | 66 | 136 | 70 | 66 |
Profitability (%) | 37.037 | 35.1852 | 38.8889 | 37.037 | 35.1852 | 38.8889 |
Ratio Avg Win / Avg Loss | 3.1683 | 4.438 | 2.0545 | 1.7938 | 2.0043 | 1.5987 |
Largest Winning Trade | 419632 | 419632 | 60184 | 4997379 | 4997379 | 1939812 |
Largest Losing Trade | -54655 | -30791 | -54655 | -2463058 | -2463058 | -1924230 |
Avg Bars in Trades | 21 | 18 | 23 | 21 | 18 | 23 |
Avg Bars in Winners | 37 | 33 | 41 | 37 | 33 | 41 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 4581 | 2021 | 2560 | 4581 | 2021 | 2560 |
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 | 353440 | 292368 | -97340 | -172917 | -147560 | -313800 |
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{ "first_band": { "type": "midprice", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 14, "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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