Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609262.7715 | 455701.3377 | 153561.4337 | 2233295.5654 | 575075.8632 | 1658219.7022 |
Total P&L (%) | 609.2628 | 455.7013 | 153.5614 | 2233.2956 | 575.0759 | 1658.2197 |
Avg Daily Profit (%) | 0.3082 | 0.2305 | 0.0777 | 0.1595 | 0.0966 | 0.1451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72928 | -48930 | -164169 | -687616 | -657580 | -501536 |
Profit Factor | 2.007 | 2.565 | 1.4892 | 1.6604 | 1.2848 | 2.2171 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 56.7568 | 58.9286 | 54.5455 | 56.7568 | 58.9286 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.5291 | 1.7878 | 1.241 | 1.2651 | 0.8955 | 1.8476 |
Largest Winning Trade | 105588 | 105588 | 78582 | 590560 | 448501 | 590560 |
Largest Losing Trade | -52032 | -48930 | -52032 | -313694 | -313694 | -243605 |
Avg Bars in Trades | 52 | 37 | 67 | 52 | 37 | 67 |
Avg Bars in Winners | 62 | 45 | 81 | 62 | 45 | 81 |
Avg Bars in Losers | 38 | 25 | 50 | 38 | 25 | 50 |
Bars Traded | 5792 | 2095 | 3697 | 5792 | 2095 | 3697 |
Profit Streak | 0 | 0 | 702.2125 | 0 | 0 | 702.2125 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502086 | -166125 | -266119 | 392252 | -244109 | -172800 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 63, "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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