Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546105.0797 | 539565.458 | 6539.6217 | 315096.2715 | 124187.983 | 190908.2885 |
Total P&L (%) | 546.1051 | 539.5655 | 6.5396 | 315.0963 | 124.188 | 190.9083 |
Avg Daily Profit (%) | 0.3375 | 0.3335 | 0.004 | 0.088 | 0.0499 | 0.066 |
Buy And Hold Return (%) | 22.3422 | 22.3422 | 22.3422 | 22.3422 | 22.3422 | 22.3422 |
Max Trade Drawdown | -132335 | -127104 | -150541 | -678190 | -763769 | -282834 |
Profit Factor | 1.5611 | 2.1087 | 1.0134 | 1.0902 | 1.0623 | 1.1274 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 103 | 54 | 49 | 103 | 54 | 49 |
Profitability (%) | 39.0533 | 36.4706 | 41.6667 | 39.0533 | 36.4706 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.4362 | 3.6732 | 1.4188 | 1.7014 | 1.8505 | 1.5783 |
Largest Winning Trade | 166461 | 166461 | 56582 | 412766 | 412766 | 257580 |
Largest Losing Trade | -45484 | -41669 | -45484 | -165767 | -165767 | -141247 |
Avg Bars in Trades | 112 | 116 | 107 | 112 | 116 | 107 |
Avg Bars in Winners | 190 | 207 | 175 | 190 | 207 | 175 |
Avg Bars in Losers | 62 | 64 | 59 | 62 | 64 | 59 |
Bars Traded | 18938 | 9898 | 9040 | 18938 | 9898 | 9040 |
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 | 310739 | 273614 | -562511 | -198987 | -283675 | -187676 |
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{ "first_band": { "type": "dema", "factors": { "length": 127, "offset": 96 } }, "second_band": { "type": "midpoint", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 127, "offset": 96 } }, "second_band": { "type": "midpoint", "factors": { "length": 64, "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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