Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248581.0934 | 93513.6473 | 155067.4461 | 54479.5253 | -42346.2032 | 96825.7284 |
Total P&L (%) | 248.5811 | 93.5136 | 155.0674 | 54.4795 | -42.3462 | 96.8257 |
Avg Daily Profit (%) | 0.1644 | 0.0619 | 0.1026 | 0.0288 | -0.0364 | 0.0448 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157908 | -111338 | -91225 | -180831 | -118698 | -77777 |
Profit Factor | 1.2051 | 1.1597 | 1.2475 | 1.0478 | 0.9239 | 1.1659 |
Total Trades | 479 | 240 | 239 | 479 | 240 | 239 |
Winning Trades | 241 | 109 | 132 | 241 | 109 | 132 |
Losing Trades | 238 | 131 | 107 | 238 | 131 | 107 |
Profitability (%) | 50.3132 | 45.4167 | 55.2301 | 50.3132 | 45.4167 | 55.2301 |
Ratio Avg Win / Avg Loss | 1.1901 | 1.3938 | 1.0112 | 1.0347 | 1.1104 | 0.9451 |
Largest Winning Trade | 70308 | 40319 | 70308 | 66575 | 26850 | 66575 |
Largest Losing Trade | -46567 | -29610 | -46567 | -54242 | -39908 | -54242 |
Avg Bars in Trades | 37 | 26 | 48 | 37 | 26 | 48 |
Avg Bars in Winners | 44 | 27 | 57 | 44 | 27 | 57 |
Avg Bars in Losers | 30 | 25 | 37 | 30 | 25 | 37 |
Bars Traded | 17927 | 6265 | 11662 | 17927 | 6265 | 11662 |
Profit Streak | 0 | 0 | 10.0519 | 0 | 0 | 10.0519 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337133 | -155944 | -54241 | -320899 | -579915 | -170749 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 105, "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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