Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359435.2899 | 274298.0081 | 85137.2819 | 1105855.7038 | 710576.5184 | 395279.1855 |
Total P&L (%) | 359.4353 | 274.298 | 85.1373 | 1105.8557 | 710.5765 | 395.2792 |
Avg Daily Profit (%) | 0.1993 | 0.1521 | 0.0472 | 0.1381 | 0.1161 | 0.0888 |
Buy And Hold Return (%) | 34.9937 | 34.9937 | 34.9937 | 34.9937 | 34.9937 | 34.9937 |
Max Trade Drawdown | -63400 | -38663 | -44165 | -1101833 | -595560 | -729194 |
Profit Factor | 1.9711 | 2.635 | 1.4207 | 1.3472 | 1.4666 | 1.2378 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 61.7647 | 66.6667 | 56.8627 | 61.7647 | 66.6667 | 56.8627 |
Ratio Avg Win / Avg Loss | 1.2202 | 1.3175 | 1.0778 | 0.834 | 0.7333 | 0.939 |
Largest Winning Trade | 59801 | 59801 | 39176 | 287258 | 287258 | 266032 |
Largest Losing Trade | -38663 | -38663 | -24736 | -595560 | -595560 | -506272 |
Avg Bars in Trades | 31 | 25 | 37 | 31 | 25 | 37 |
Avg Bars in Winners | 32 | 22 | 44 | 32 | 22 | 44 |
Avg Bars in Losers | 29 | 30 | 28 | 29 | 30 | 28 |
Bars Traded | 3181 | 1275 | 1906 | 3181 | 1275 | 1906 |
Profit Streak | 0 | 810.3843 | 0 | 0 | 810.3843 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433620 | -165145 | -312210 | -7690 | -214431 | -255597 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 171, "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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