Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261746.983 | 318776.9263 | -57029.9433 | 10804.9915 | 133780.9131 | -122975.9216 |
Total P&L (%) | 261.747 | 318.7769 | -57.0299 | 10.805 | 133.7809 | -122.9759 |
Avg Daily Profit (%) | 0.1854 | 0.2258 | -0.0404 | 0.0073 | 0.0602 | 0 |
Buy And Hold Return (%) | 22.6317 | 22.6317 | 22.6317 | 22.6317 | 22.6317 | 22.6317 |
Max Trade Drawdown | -114590 | -112770 | -106354 | -470657 | -399668 | -190552 |
Profit Factor | 1.5653 | 2.4971 | 0.7719 | 1.0101 | 1.2247 | 0.7434 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 46.875 | 53.125 | 40.625 | 46.875 | 53.125 | 40.625 |
Ratio Avg Win / Avg Loss | 1.7741 | 2.2033 | 1.1282 | 1.1447 | 1.0806 | 1.0866 |
Largest Winning Trade | 150176 | 150176 | 63156 | 282794 | 282794 | 87067 |
Largest Losing Trade | -52637 | -52637 | -30594 | -204459 | -204459 | -85647 |
Avg Bars in Trades | 57 | 74 | 41 | 57 | 74 | 41 |
Avg Bars in Winners | 68 | 72 | 63 | 68 | 72 | 63 |
Avg Bars in Losers | 48 | 76 | 25 | 48 | 76 | 25 |
Bars Traded | 3690 | 2375 | 1315 | 3690 | 2375 | 1315 |
Profit Streak | 537.6445 | 665.9778 | 0 | 537.6445 | 665.9778 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133818 | 515574 | -582789 | -702494 | -111973 | -582789 |
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{ "first_band": { "type": "dema", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 77, "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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