Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1116844.5146 | 959009.0871 | 157835.4275 | 6141852.6255 | 2687885.4185 | 3453967.207 |
Total P&L (%) | 1116.8445 | 959.0091 | 157.8354 | 6141.8526 | 2687.8854 | 3453.9672 |
Avg Daily Profit (%) | 0.4821 | 0.4139 | 0.0681 | 0.1786 | 0.1437 | 0.1542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83488 | -72587 | -116518 | -9536151 | -8265962 | -5346895 |
Profit Factor | 2.2133 | 3.2691 | 1.317 | 1.1201 | 1.1095 | 1.13 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 121 | 64 | 57 | 121 | 64 | 57 |
Profitability (%) | 31.25 | 27.2727 | 35.2273 | 31.25 | 27.2727 | 35.2273 |
Ratio Avg Win / Avg Loss | 4.8692 | 8.7176 | 2.4216 | 2.4643 | 2.9587 | 2.0777 |
Largest Winning Trade | 485601 | 485601 | 82474 | 6790411 | 6790411 | 4179595 |
Largest Losing Trade | -30504 | -20783 | -30504 | -2058171 | -1601521 | -2058171 |
Avg Bars in Trades | 76 | 60 | 92 | 76 | 60 | 92 |
Avg Bars in Winners | 184 | 151 | 209 | 184 | 151 | 209 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 13493 | 5362 | 8130 | 13493 | 5362 | 8130 |
Profit Streak | 14.7407 | 0 | 15.574 | 14.7407 | 0 | 15.574 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319652 | -4001 | -106155 | -85186 | -119799 | -74300 |
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{ "first_band": { "type": "midprice", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 16, "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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