Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295162.2763 | 300059.3095 | -4897.0333 | -29152.801 | -6372.3565 | -22780.4445 |
Total P&L (%) | 295.1623 | 300.0593 | -4.897 | -29.1528 | -6.3724 | -22.7804 |
Avg Daily Profit (%) | 0.1494 | 0.1519 | -0.0025 | -0.0174 | -0.0033 | -0.0131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202083 | -88175 | -246667 | -212482 | -113855 | -155094 |
Profit Factor | 1.3175 | 1.6579 | 0.9897 | 0.9558 | 0.9826 | 0.9225 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Losing Trades | 77 | 34 | 43 | 77 | 34 | 43 |
Profitability (%) | 51.5723 | 57.5 | 45.5696 | 51.5723 | 57.5 | 45.5696 |
Ratio Avg Win / Avg Loss | 1.2372 | 1.2254 | 1.1821 | 0.8976 | 0.7263 | 1.1018 |
Largest Winning Trade | 83480 | 83480 | 79089 | 46256 | 31669 | 46256 |
Largest Losing Trade | -71511 | -56757 | -71511 | -47046 | -47046 | -37359 |
Avg Bars in Trades | 72 | 45 | 100 | 72 | 45 | 100 |
Avg Bars in Winners | 87 | 43 | 142 | 87 | 43 | 142 |
Avg Bars in Losers | 57 | 48 | 64 | 57 | 48 | 64 |
Bars Traded | 11595 | 3671 | 7924 | 11595 | 3671 | 7924 |
Profit Streak | 486.9806 | 486.9806 | 552.6472 | 486.9806 | 486.9806 | 552.6472 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307707 | -8385 | -606457 | -578780 | -598401 | -606457 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 199, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 199, "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) |
---|