Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129435.4917 | 72462.7536 | 56972.7381 | 163484.1232 | 91332.2146 | 72151.9085 |
Total P&L (%) | 129.4355 | 72.4628 | 56.9727 | 163.4841 | 91.3322 | 72.1519 |
Avg Daily Profit (%) | 0.497 | 0.2783 | 0.2188 | 0.3727 | 0.2495 | 0.2088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41628 | -42163 | -33722 | -65099 | -59383 | -51603 |
Profit Factor | 1.3399 | 1.3888 | 1.2929 | 1.2688 | 1.3083 | 1.2313 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 160 | 78 | 82 | 160 | 78 | 82 |
Losing Trades | 128 | 66 | 62 | 128 | 66 | 62 |
Profitability (%) | 55.5556 | 54.1667 | 56.9444 | 55.5556 | 54.1667 | 56.9444 |
Ratio Avg Win / Avg Loss | 1.0719 | 1.1752 | 0.9776 | 1.015 | 1.107 | 0.931 |
Largest Winning Trade | 24563 | 24563 | 19470 | 41432 | 41432 | 22843 |
Largest Losing Trade | -16026 | -14911 | -16026 | -27549 | -27549 | -26674 |
Avg Bars in Trades | 85 | 80 | 90 | 85 | 80 | 90 |
Avg Bars in Winners | 87 | 82 | 91 | 87 | 82 | 91 |
Avg Bars in Losers | 83 | 78 | 90 | 83 | 78 | 90 |
Bars Traded | 24668 | 11600 | 13068 | 24668 | 11600 | 13068 |
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 | 407456 | 283983 | 166286 | 353570 | 257401 | 180921 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 214, "offset": 0 } } }
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# | 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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