Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519990.2502 | 360519.9772 | 159470.273 | 604300.0916 | 566062.3434 | 38237.7483 |
Total P&L (%) | 519.9903 | 360.52 | 159.4703 | 604.3001 | 566.0623 | 38.2377 |
Avg Daily Profit (%) | 0.2969 | 0.2058 | 0.091 | 0.1115 | 0.1083 | 0.0185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120890 | -115142 | -60866 | -457728 | -328523 | -321579 |
Profit Factor | 1.5061 | 1.6966 | 1.3127 | 1.1482 | 1.2925 | 1.0178 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 132 | 65 | 67 | 132 | 65 | 67 |
Losing Trades | 127 | 65 | 62 | 127 | 65 | 62 |
Profitability (%) | 50.9653 | 50 | 51.938 | 50.9653 | 50 | 51.938 |
Ratio Avg Win / Avg Loss | 1.449 | 1.6966 | 1.2148 | 1.1047 | 1.2925 | 0.9419 |
Largest Winning Trade | 189166 | 189166 | 61030 | 326477 | 326477 | 196570 |
Largest Losing Trade | -35086 | -32791 | -35086 | -219474 | -128688 | -219474 |
Avg Bars in Trades | 79 | 64 | 94 | 79 | 64 | 94 |
Avg Bars in Winners | 95 | 62 | 128 | 95 | 62 | 128 |
Avg Bars in Losers | 61 | 66 | 56 | 61 | 66 | 56 |
Bars Traded | 20513 | 8362 | 12151 | 20513 | 8362 | 12151 |
Profit Streak | 0 | 0 | 24.4302 | 0 | 0 | 24.4302 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420802 | 384343 | -70669 | -99756 | -48139 | -372515 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 106, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 106, "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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