Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450984.1619 | 287766.5136 | 163217.6484 | 677913.4788 | 951786.3554 | -273872.8766 |
Total P&L (%) | 450.9842 | 287.7665 | 163.2176 | 677.9135 | 951.7864 | -273.8729 |
Avg Daily Profit (%) | 0.2658 | 0.1696 | 0.0962 | 0.121 | 0.1388 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127365 | -68410 | -69605 | -2805290 | -1364342 | -1440948 |
Profit Factor | 1.7586 | 1.9018 | 1.5926 | 1.1019 | 1.2655 | 0.9108 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 43.5115 | 42.4242 | 44.6154 | 43.5115 | 42.4242 | 44.6154 |
Ratio Avg Win / Avg Loss | 2.283 | 2.5811 | 1.977 | 1.4305 | 1.7175 | 1.1307 |
Largest Winning Trade | 164915 | 164915 | 51631 | 1238135 | 1238135 | 354602 |
Largest Losing Trade | -38764 | -26140 | -38764 | -910645 | -910645 | -666740 |
Avg Bars in Trades | 76 | 64 | 89 | 76 | 64 | 89 |
Avg Bars in Winners | 115 | 100 | 129 | 115 | 100 | 129 |
Avg Bars in Losers | 46 | 37 | 56 | 46 | 37 | 56 |
Bars Traded | 10040 | 4251 | 5789 | 10040 | 4251 | 5789 |
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 | 336307 | -116432 | -195598 | -141731 | -133745 | -713163 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 37, "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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