Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 973144.7829 | 937138.318 | 36006.4649 | -44902.5704 | 60789.4773 | -105692.0477 |
Total P&L (%) | 973.1448 | 937.1383 | 36.0065 | -44.9026 | 60.7895 | -105.692 |
Avg Daily Profit (%) | 0.504 | 0.4853 | 0.0186 | -0.0309 | 0.0246 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164657 | -147376 | -93913 | -232013 | -187152 | -212671 |
Profit Factor | 3.0766 | 4.1782 | 1.2072 | 0.9081 | 1.2476 | 0.5651 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 50.8475 | 41.3793 | 60 | 50.8475 | 41.3793 | 60 |
Ratio Avg Win / Avg Loss | 2.9741 | 5.9191 | 0.8048 | 0.8778 | 1.7675 | 0.3767 |
Largest Winning Trade | 1013573 | 1013573 | 37563 | 140236 | 140236 | 29888 |
Largest Losing Trade | -80763 | -64392 | -80763 | -197139 | -88969 | -197139 |
Avg Bars in Trades | 54 | 86 | 23 | 54 | 86 | 23 |
Avg Bars in Winners | 57 | 99 | 29 | 57 | 99 | 29 |
Avg Bars in Losers | 52 | 77 | 15 | 52 | 77 | 15 |
Bars Traded | 3228 | 2512 | 716 | 3228 | 2512 | 716 |
Profit Streak | 162.878 | 0 | 197.378 | 162.878 | 0 | 197.378 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162297 | 513396 | -170167 | -759589 | -163155 | -578275 |
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{ "first_band": { "type": "dema", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 88, "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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