Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262464.9488 | 362542.4894 | -100077.5405 | -92643.9681 | 153055.7286 | -245699.6966 |
Total P&L (%) | 262.4649 | 362.5425 | -100.0775 | -92.644 | 153.0557 | -245.6997 |
Avg Daily Profit (%) | 0.1394 | 0.1925 | -0.0531 | -0.1385 | 0.0493 | 0 |
Buy And Hold Return (%) | 25.2238 | 25.2238 | 25.2238 | 25.2238 | 25.2238 | 25.2238 |
Max Trade Drawdown | -234904 | -99947 | -286233 | -199262 | -30082 | -257910 |
Profit Factor | 1.104 | 1.3153 | 0.9272 | 0.8965 | 1.5286 | 0.5941 |
Total Trades | 819 | 409 | 410 | 819 | 409 | 410 |
Winning Trades | 414 | 199 | 215 | 414 | 199 | 215 |
Losing Trades | 405 | 210 | 195 | 405 | 210 | 195 |
Profitability (%) | 50.5495 | 48.6553 | 52.439 | 50.5495 | 48.6553 | 52.439 |
Ratio Avg Win / Avg Loss | 1.08 | 1.388 | 0.8409 | 0.877 | 1.6131 | 0.5389 |
Largest Winning Trade | 100477 | 100477 | 36411 | 35027 | 34337 | 35027 |
Largest Losing Trade | -80329 | -32478 | -80329 | -91892 | -30082 | -91892 |
Avg Bars in Trades | 4 | 5 | 4 | 4 | 5 | 4 |
Avg Bars in Winners | 4 | 5 | 4 | 4 | 5 | 4 |
Avg Bars in Losers | 4 | 5 | 3 | 4 | 5 | 3 |
Bars Traded | 3750 | 2087 | 1664 | 3750 | 2087 | 1664 |
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 | -108056 | 326588 | -578596 | -575734 | -123739 | -578596 |
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{ "first_band": { "type": "dema", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 4, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 4, "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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