Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 658013.0201 | 517334.9852 | 140678.0349 | 878687.8956 | 160138.1516 | 718549.7439 |
Total P&L (%) | 658.013 | 517.335 | 140.678 | 878.6879 | 160.1382 | 718.5497 |
Avg Daily Profit (%) | 0.3626 | 0.2851 | 0.0775 | 0.1258 | 0.0527 | 0.1159 |
Buy And Hold Return (%) | 107.3444 | 107.3444 | 107.3444 | 107.3444 | 107.3444 | 107.3444 |
Max Trade Drawdown | -88005 | -97673 | -85032 | -1333506 | -1228786 | -428068 |
Profit Factor | 2.492 | 3.173 | 1.6932 | 1.2997 | 1.0879 | 1.6473 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 43.4783 | 38.2353 | 48.5714 | 43.4783 | 38.2353 | 48.5714 |
Ratio Avg Win / Avg Loss | 3.2396 | 5.1256 | 1.7928 | 1.6896 | 1.7574 | 1.7442 |
Largest Winning Trade | 257667 | 257667 | 52301 | 1046098 | 1046098 | 491201 |
Largest Losing Trade | -64267 | -31468 | -64267 | -428068 | -288936 | -428068 |
Avg Bars in Trades | 43 | 55 | 30 | 43 | 55 | 30 |
Avg Bars in Winners | 53 | 68 | 42 | 53 | 68 | 42 |
Avg Bars in Losers | 35 | 48 | 19 | 35 | 48 | 19 |
Bars Traded | 2981 | 1899 | 1082 | 2981 | 1899 | 1082 |
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 | -95216 | 314741 | -155958 | -132288 | -262619 | -35463 |
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{ "first_band": { "type": "dema", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 91, "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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