Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333822.2621 | 429518.233 | -95695.9709 | -72538.8283 | 127294.129 | -199832.9573 |
Total P&L (%) | 333.8223 | 429.5182 | -95.696 | -72.5388 | 127.2941 | -199.833 |
Avg Daily Profit (%) | 0.1603 | 0.2063 | -0.046 | -0.062 | 0.0394 | 0 |
Buy And Hold Return (%) | 93.712 | 93.712 | 93.712 | 93.712 | 93.712 | 93.712 |
Max Trade Drawdown | -139010 | -111581 | -321855 | -144388 | -97105 | -247436 |
Profit Factor | 1.128 | 1.3639 | 0.933 | 0.9558 | 1.177 | 0.7834 |
Total Trades | 879 | 440 | 439 | 879 | 440 | 439 |
Winning Trades | 456 | 233 | 223 | 456 | 233 | 223 |
Losing Trades | 423 | 207 | 216 | 423 | 207 | 216 |
Profitability (%) | 51.8771 | 52.9545 | 50.7973 | 51.8771 | 52.9545 | 50.7973 |
Ratio Avg Win / Avg Loss | 1.0464 | 1.2117 | 0.9037 | 0.8866 | 1.0457 | 0.7588 |
Largest Winning Trade | 78723 | 78723 | 50100 | 42763 | 42763 | 27590 |
Largest Losing Trade | -58267 | -36696 | -58267 | -53491 | -48223 | -53491 |
Avg Bars in Trades | 28 | 24 | 32 | 28 | 24 | 32 |
Avg Bars in Winners | 28 | 22 | 33 | 28 | 22 | 33 |
Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
Bars Traded | 24842 | 10701 | 14140 | 24842 | 10701 | 14140 |
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 | -69532 | 318610 | -578935 | -575249 | -217940 | -578935 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 112, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 112, "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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