Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274328.6388 | 300315.3274 | -25986.6886 | -70738.1485 | 677900.1535 | -748638.3019 |
Total P&L (%) | 274.3286 | 300.3153 | -25.9867 | -70.7381 | 677.9002 | -748.6383 |
Avg Daily Profit (%) | 0.155 | 0.1696 | -0.0147 | -0.0694 | 0.1159 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -257663 | -133926 | -155516 | -1221080 | -312818 | -914945 |
Profit Factor | 1.4801 | 2.2894 | 0.9232 | 0.9541 | 2.2297 | 0.2429 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 45 | 43.3333 | 46.6667 | 45 | 43.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.809 | 2.9938 | 1.0551 | 1.1661 | 2.9158 | 0.2776 |
Largest Winning Trade | 175591 | 175591 | 76678 | 787785 | 787785 | 145688 |
Largest Losing Trade | -77510 | -46465 | -77510 | -290906 | -250007 | -290906 |
Avg Bars in Trades | 169 | 123 | 216 | 169 | 123 | 216 |
Avg Bars in Winners | 264 | 158 | 364 | 264 | 158 | 364 |
Avg Bars in Losers | 91 | 96 | 86 | 91 | 96 | 86 |
Bars Traded | 10187 | 3703 | 6484 | 10187 | 3703 | 6484 |
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 | -165912 | 326884 | -580455 | -754555 | -36192 | -582121 |
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{ "first_band": { "type": "midprice", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 120, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 120, "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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