Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185195.0857 | 115508.858 | 69686.2277 | 166711.0734 | 100506.253 | 66204.8204 |
Total P&L (%) | 185.1951 | 115.5089 | 69.6862 | 166.7111 | 100.5063 | 66.2048 |
Avg Daily Profit (%) | 0.3209 | 0.2002 | 0.1208 | 0.1701 | 0.1206 | 0.0881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72422 | -48436 | -73624 | -210933 | -159038 | -233304 |
Profit Factor | 1.4768 | 1.5927 | 1.3601 | 1.1701 | 1.2061 | 1.1345 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 46.2687 | 46.2687 | 46.2687 | 46.2687 | 46.2687 | 46.2687 |
Ratio Avg Win / Avg Loss | 1.715 | 1.8496 | 1.5795 | 1.3589 | 1.4006 | 1.3175 |
Largest Winning Trade | 104350 | 104350 | 32229 | 169377 | 169377 | 58019 |
Largest Losing Trade | -24415 | -24415 | -20231 | -83262 | -83262 | -75513 |
Avg Bars in Trades | 97 | 71 | 124 | 97 | 71 | 124 |
Avg Bars in Winners | 103 | 84 | 122 | 103 | 84 | 122 |
Avg Bars in Losers | 93 | 60 | 126 | 93 | 60 | 126 |
Bars Traded | 13116 | 4773 | 8343 | 13116 | 4773 | 8343 |
Profit Streak | 0 | 0 | 506.3664 | 0 | 0 | 506.3664 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339977 | -108193 | -148470 | -27491 | -151263 | -266408 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 237, "offset": 0 } } }
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# | 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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