Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454819.2212 | 392590.3616 | 62228.8595 | 668972.255 | 492554.5286 | 176417.7264 |
Total P&L (%) | 454.8192 | 392.5904 | 62.2289 | 668.9723 | 492.5545 | 176.4177 |
Avg Daily Profit (%) | 0.3684 | 0.318 | 0.0504 | 0.1654 | 0.1442 | 0.0824 |
Buy And Hold Return (%) | 121.7255 | 121.7255 | 121.7255 | 121.7255 | 121.7255 | 121.7255 |
Max Trade Drawdown | -78185 | -62105 | -48914 | -944591 | -796313 | -575592 |
Profit Factor | 2.2678 | 3.321 | 1.3282 | 1.1839 | 1.2456 | 1.1081 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 57.6271 | 60 | 55.1724 | 57.6271 | 60 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.6675 | 2.214 | 1.0792 | 0.8705 | 0.8304 | 0.9003 |
Largest Winning Trade | 240316 | 240316 | 30619 | 362139 | 362139 | 290223 |
Largest Losing Trade | -38788 | -37701 | -38788 | -454139 | -454139 | -305934 |
Avg Bars in Trades | 80 | 105 | 53 | 80 | 105 | 53 |
Avg Bars in Winners | 89 | 107 | 69 | 89 | 107 | 69 |
Avg Bars in Losers | 67 | 102 | 34 | 67 | 102 | 34 |
Bars Traded | 4732 | 3168 | 1564 | 4732 | 3168 | 1564 |
Profit Streak | 0 | 0 | 46.1291 | 0 | 0 | 46.1291 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167590 | 479420 | -289944 | -191687 | -3343 | -211061 |
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{ "first_band": { "type": "dema", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 122, "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) |
---|