Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562424.1686 | 541299.5788 | 21124.5897 | 298899.5711 | 641040.9007 | -342141.3295 |
Total P&L (%) | 562.4242 | 541.2996 | 21.1246 | 298.8996 | 641.0409 | -342.1413 |
Avg Daily Profit (%) | 0.224 | 0.2156 | 0.0084 | 0.0551 | 0.0798 | 0 |
Buy And Hold Return (%) | 208.4421 | 208.4421 | 208.4421 | 208.4421 | 208.4421 | 208.4421 |
Max Trade Drawdown | -166184 | -116860 | -145408 | -489224 | -243011 | -570448 |
Profit Factor | 1.4518 | 1.8611 | 1.0343 | 1.1227 | 1.5851 | 0.7449 |
Total Trades | 301 | 151 | 150 | 301 | 151 | 150 |
Winning Trades | 155 | 74 | 81 | 155 | 74 | 81 |
Losing Trades | 146 | 77 | 69 | 146 | 77 | 69 |
Profitability (%) | 51.495 | 49.0066 | 54 | 51.495 | 49.0066 | 54 |
Ratio Avg Win / Avg Loss | 1.3675 | 1.9366 | 0.881 | 1.0575 | 1.6494 | 0.6346 |
Largest Winning Trade | 162250 | 162250 | 32395 | 210746 | 210746 | 125533 |
Largest Losing Trade | -65440 | -31915 | -65440 | -216590 | -123745 | -216590 |
Avg Bars in Trades | 24 | 30 | 18 | 24 | 30 | 18 |
Avg Bars in Winners | 24 | 27 | 21 | 24 | 27 | 21 |
Avg Bars in Losers | 25 | 34 | 14 | 25 | 34 | 14 |
Bars Traded | 7407 | 4646 | 2761 | 7407 | 4646 | 2761 |
Profit Streak | 15.4516 | 17.1183 | 0 | 15.4516 | 17.1183 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306103 | 311511 | -530832 | -233066 | -85682 | -579751 |
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{ "first_band": { "type": "dema", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 45, "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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