Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310341.5437 | 68613.292 | 241728.2517 | 275219.9953 | -73929.4851 | 349149.4803 |
Total P&L (%) | 310.3415 | 68.6133 | 241.7283 | 275.22 | -73.9295 | 349.1495 |
Avg Daily Profit (%) | 0.2038 | 0.0451 | 0.1587 | 0.0869 | -0.0882 | 0.0987 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83490 | -62968 | -53493 | -392176 | -344954 | -270237 |
Profit Factor | 1.3625 | 1.153 | 1.5931 | 1.0899 | 0.9508 | 1.2241 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 124 | 55 | 69 | 124 | 55 | 69 |
Losing Trades | 133 | 74 | 59 | 133 | 74 | 59 |
Profitability (%) | 48.249 | 42.6357 | 53.9063 | 48.249 | 42.6357 | 53.9063 |
Ratio Avg Win / Avg Loss | 1.4614 | 1.5512 | 1.3622 | 1.169 | 1.2793 | 1.0467 |
Largest Winning Trade | 83753 | 83753 | 70468 | 236009 | 236009 | 181394 |
Largest Losing Trade | -23056 | -18751 | -23056 | -114559 | -92995 | -114559 |
Avg Bars in Trades | 69 | 49 | 90 | 69 | 49 | 90 |
Avg Bars in Winners | 88 | 50 | 118 | 88 | 50 | 118 |
Avg Bars in Losers | 52 | 49 | 56 | 52 | 49 | 56 |
Bars Traded | 17975 | 6441 | 11534 | 17975 | 6441 | 11534 |
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 | 316187 | -187061 | 339681 | -197913 | -582187 | -61296 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 107, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 107, "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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