Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539845.1777 | 416640.1404 | 123205.0373 | 54345.5602 | -592651.8497 | 646997.4099 |
Total P&L (%) | 539.8452 | 416.6401 | 123.205 | 54.3456 | -592.6519 | 646.9974 |
Avg Daily Profit (%) | 0.3653 | 0.2819 | 0.0834 | 0.0294 | 0 | 0.1361 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150820 | -182699 | -118289 | -1323614 | -1364336 | -299932 |
Profit Factor | 1.4376 | 1.5441 | 1.2633 | 1.0128 | 0.8065 | 1.5478 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 164 | 77 | 87 | 164 | 77 | 87 |
Losing Trades | 161 | 86 | 75 | 161 | 86 | 75 |
Profitability (%) | 50.4615 | 47.2393 | 53.7037 | 50.4615 | 47.2393 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.4113 | 1.7246 | 1.0891 | 0.9943 | 0.9008 | 1.3343 |
Largest Winning Trade | 282066 | 282066 | 37328 | 583658 | 583658 | 185790 |
Largest Losing Trade | -55599 | -50646 | -55599 | -460696 | -460696 | -164437 |
Avg Bars in Trades | 17 | 24 | 11 | 17 | 24 | 11 |
Avg Bars in Winners | 16 | 20 | 13 | 16 | 20 | 13 |
Avg Bars in Losers | 19 | 27 | 9 | 19 | 27 | 9 |
Bars Traded | 5810 | 3949 | 1861 | 5810 | 3949 | 1861 |
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 | 446835 | 378371 | -80750 | -360761 | -581275 | -8209 |
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{ "first_band": { "type": "dema", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 26, "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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