Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 917884.6265 | 949356.8877 | -31472.2612 | 465948.6955 | 579514.5794 | -113565.8839 |
Total P&L (%) | 917.8846 | 949.3569 | -31.4723 | 465.9487 | 579.5146 | -113.5659 |
Avg Daily Profit (%) | 0.5044 | 0.5217 | -0.0173 | 0.0953 | 0.1054 | 0 |
Buy And Hold Return (%) | 573.3944 | 573.3944 | 573.3944 | 573.3944 | 573.3944 | 573.3944 |
Max Trade Drawdown | -172283 | -104308 | -163394 | -294820 | -198754 | -292255 |
Profit Factor | 2.5745 | 4.6002 | 0.9014 | 1.3956 | 2.0524 | 0.8189 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 44 | 48.6486 | 39.4737 | 44 | 48.6486 | 39.4737 |
Ratio Avg Win / Avg Loss | 3.2766 | 4.8558 | 1.3822 | 1.7762 | 2.1664 | 1.2557 |
Largest Winning Trade | 541748 | 541748 | 73059 | 283228 | 283228 | 168312 |
Largest Losing Trade | -44823 | -44823 | -41571 | -132508 | -132508 | -85358 |
Avg Bars in Trades | 94 | 80 | 108 | 94 | 80 | 108 |
Avg Bars in Winners | 145 | 115 | 181 | 145 | 115 | 181 |
Avg Bars in Losers | 55 | 47 | 61 | 55 | 47 | 61 |
Bars Traded | 7119 | 2979 | 4140 | 7119 | 2979 | 4140 |
Profit Streak | 0 | 324.5298 | 0 | 0 | 324.5298 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57612 | 359681 | -583191 | -293353 | -209584 | -583191 |
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{ "first_band": { "type": "midprice", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 75, "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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