Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289670.1377 | 181006.2154 | 108663.9222 | -34050.8052 | 589486.1938 | -623536.999 |
Total P&L (%) | 289.6701 | 181.0062 | 108.6639 | -34.0508 | 589.4862 | -623.537 |
Avg Daily Profit (%) | 0.1962 | 0.1226 | 0.0736 | -0.0282 | 0.1308 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194425 | -133923 | -99300 | -2601527 | -1190548 | -1430815 |
Profit Factor | 1.6528 | 1.8652 | 1.4634 | 0.9925 | 1.3282 | 0.7716 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 61.4458 | 58.5366 | 64.2857 | 61.4458 | 58.5366 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.0371 | 1.3212 | 0.813 | 0.6227 | 0.9408 | 0.4287 |
Largest Winning Trade | 86504 | 86504 | 38856 | 447671 | 447671 | 332019 |
Largest Losing Trade | -94228 | -50632 | -94228 | -840562 | -548293 | -840562 |
Avg Bars in Trades | 88 | 129 | 48 | 88 | 129 | 48 |
Avg Bars in Winners | 76 | 101 | 55 | 76 | 101 | 55 |
Avg Bars in Losers | 107 | 170 | 37 | 107 | 170 | 37 |
Bars Traded | 7372 | 5315 | 2057 | 7372 | 5315 | 2057 |
Profit Streak | 0 | 42.5083 | 0 | 0 | 42.5083 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363287 | -25247 | -93379 | -580294 | -17655 | -578882 |
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{ "first_band": { "type": "dema", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 174, "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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