Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189419.641 | 140101.1035 | 49318.5375 | 276705.2723 | 224221.8044 | 52483.4679 |
Total P&L (%) | 189.4196 | 140.1011 | 49.3185 | 276.7053 | 224.2218 | 52.4835 |
Avg Daily Profit (%) | 0.3637 | 0.269 | 0.0947 | 0.255 | 0.2261 | 0.081 |
Buy And Hold Return (%) | 20.7436 | 20.7436 | 20.7436 | 20.7436 | 20.7436 | 20.7436 |
Max Trade Drawdown | -64135 | -40056 | -49860 | -368918 | -221060 | -285456 |
Profit Factor | 1.3849 | 1.6096 | 1.1881 | 1.1456 | 1.2495 | 1.0524 |
Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Winning Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Losing Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Profitability (%) | 50.1832 | 50 | 50.365 | 50.1832 | 50 | 50.365 |
Ratio Avg Win / Avg Loss | 1.3748 | 1.6096 | 1.1708 | 1.1373 | 1.2495 | 1.0372 |
Largest Winning Trade | 40899 | 40899 | 22335 | 98996 | 96411 | 98996 |
Largest Losing Trade | -16340 | -16340 | -14927 | -84405 | -84405 | -62716 |
Avg Bars in Trades | 90 | 82 | 97 | 90 | 82 | 97 |
Avg Bars in Winners | 84 | 74 | 94 | 84 | 74 | 94 |
Avg Bars in Losers | 95 | 90 | 101 | 95 | 90 | 101 |
Bars Traded | 24618 | 11222 | 13396 | 24618 | 11222 | 13396 |
Profit Streak | 0 | 3.1029 | 0 | 0 | 3.1029 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378218 | 365520 | -85292 | -51341 | 240453 | -251867 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 188, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 188, "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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