Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198129.1871 | 126810.6792 | 71318.5079 | 372193.674 | 244585.8765 | 127607.7974 |
Total P&L (%) | 198.1292 | 126.8107 | 71.3185 | 372.1937 | 244.5859 | 127.6078 |
Avg Daily Profit (%) | 0.7608 | 0.4869 | 0.2739 | 0.5978 | 0.4762 | 0.3163 |
Buy And Hold Return (%) | 18.3852 | 18.3852 | 18.3852 | 18.3852 | 18.3852 | 18.3852 |
Max Trade Drawdown | -42671 | -38112 | -25599 | -79116 | -69845 | -101079 |
Profit Factor | 1.547 | 1.5903 | 1.4838 | 1.4556 | 1.5636 | 1.3333 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 138 | 70 | 68 | 138 | 70 | 68 |
Losing Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Profitability (%) | 56.0976 | 56.9106 | 55.2846 | 56.0976 | 56.9106 | 55.2846 |
Ratio Avg Win / Avg Loss | 1.2107 | 1.2041 | 1.2002 | 1.1392 | 1.1838 | 1.0784 |
Largest Winning Trade | 30268 | 30268 | 11865 | 33197 | 30108 | 33197 |
Largest Losing Trade | -38112 | -38112 | -17971 | -69845 | -69845 | -65385 |
Avg Bars in Trades | 100 | 104 | 95 | 100 | 104 | 95 |
Avg Bars in Winners | 101 | 98 | 104 | 101 | 98 | 104 |
Avg Bars in Losers | 98 | 113 | 85 | 98 | 113 | 85 |
Bars Traded | 24665 | 12883 | 11782 | 24665 | 12883 | 11782 |
Profit Streak | 5.4446 | 5.4446 | 9.7363 | 5.4446 | 5.4446 | 9.7363 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 586380 | 426362 | 281429 | 516135 | 419635 | 343816 |
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{ "first_band": { "type": "dema", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 184, "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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