Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120132.3964 | 181818.6608 | -61686.2644 | -75825.6634 | 104817.6581 | -180643.3215 |
Total P&L (%) | 120.1324 | 181.8187 | -61.6863 | -75.8257 | 104.8177 | -180.6433 |
Avg Daily Profit (%) | 0.1153 | 0.1745 | -0.0592 | -0.1362 | 0.0689 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220243 | -126076 | -179000 | -287285 | -55125 | -247605 |
Profit Factor | 1.1323 | 1.4314 | 0.8731 | 0.8942 | 1.396 | 0.6003 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 56.1111 | 55.5556 | 56.6667 | 56.1111 | 55.5556 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.8857 | 1.1451 | 0.6677 | 0.6994 | 1.1168 | 0.4591 |
Largest Winning Trade | 125861 | 125861 | 32914 | 43237 | 43237 | 26649 |
Largest Losing Trade | -52410 | -40297 | -52410 | -92802 | -29443 | -92802 |
Avg Bars in Trades | 134 | 157 | 112 | 134 | 157 | 112 |
Avg Bars in Winners | 92 | 87 | 96 | 92 | 87 | 96 |
Avg Bars in Losers | 189 | 243 | 133 | 189 | 243 | 133 |
Bars Traded | 24272 | 14155 | 10117 | 24272 | 14155 | 10117 |
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 | -113918 | 313089 | -580227 | -579043 | -99927 | -580227 |
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{ "first_band": { "type": "dema", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 207, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 207, "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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