Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233187.653 | 176575.6626 | 56611.9905 | 388209.3324 | 283789.5681 | 104419.7642 |
Total P&L (%) | 233.1877 | 176.5757 | 56.612 | 388.2093 | 283.7896 | 104.4198 |
Avg Daily Profit (%) | 0.4477 | 0.339 | 0.1087 | 0.3049 | 0.2586 | 0.1374 |
Buy And Hold Return (%) | 79.0638 | 79.0638 | 79.0638 | 79.0638 | 79.0638 | 79.0638 |
Max Trade Drawdown | -45845 | -36145 | -33901 | -282940 | -193725 | -203396 |
Profit Factor | 1.5293 | 1.8321 | 1.2479 | 1.2232 | 1.3411 | 1.1151 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 119 | 64 | 55 | 119 | 64 | 55 |
Losing Trades | 127 | 59 | 68 | 127 | 59 | 68 |
Profitability (%) | 48.374 | 52.0325 | 44.7154 | 48.374 | 52.0325 | 44.7154 |
Ratio Avg Win / Avg Loss | 1.6321 | 1.689 | 1.5428 | 1.3054 | 1.2363 | 1.3787 |
Largest Winning Trade | 91818 | 91818 | 29846 | 174311 | 174311 | 131754 |
Largest Losing Trade | -19015 | -19015 | -12723 | -120605 | -120605 | -69540 |
Avg Bars in Trades | 98 | 91 | 105 | 98 | 91 | 105 |
Avg Bars in Winners | 97 | 85 | 110 | 97 | 85 | 110 |
Avg Bars in Losers | 100 | 97 | 102 | 100 | 97 | 102 |
Bars Traded | 24271 | 11247 | 13024 | 24271 | 11247 | 13024 |
Profit Streak | 5.3742 | 6.3534 | 5.3742 | 5.3742 | 6.3534 | 5.3742 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375946 | 287968 | -214922 | 287408 | 248985 | -171700 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 165, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 165, "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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