Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823703.0535 | 683605.6859 | 140097.3677 | 925726.5274 | 1386578.5038 | -460851.9763 |
Total P&L (%) | 823.7031 | 683.6057 | 140.0974 | 925.7265 | 1386.5785 | -460.852 |
Avg Daily Profit (%) | 0.3396 | 0.2818 | 0.0578 | 0.096 | 0.1113 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91896 | -91737 | -86265 | -1544121 | -686454 | -1522605 |
Profit Factor | 2.4282 | 3.4892 | 1.4637 | 1.1944 | 1.8304 | 0.851 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 45.0704 | 42.8571 | 47.2222 | 45.0704 | 42.8571 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.9594 | 4.6523 | 1.6359 | 1.4557 | 2.4405 | 0.9511 |
Largest Winning Trade | 395249 | 395249 | 65247 | 1145807 | 1145807 | 490027 |
Largest Losing Trade | -67154 | -42286 | -67154 | -1338676 | -329204 | -1338676 |
Avg Bars in Trades | 133 | 103 | 162 | 133 | 103 | 162 |
Avg Bars in Winners | 209 | 154 | 258 | 209 | 154 | 258 |
Avg Bars in Losers | 70 | 64 | 76 | 70 | 64 | 76 |
Bars Traded | 9447 | 3605 | 5842 | 9447 | 3605 | 5842 |
Profit Streak | 17.9216 | 0 | 30.9216 | 17.9216 | 0 | 30.9216 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78772 | 454454 | -114147 | -163701 | -43265 | -581320 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 55, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 55, "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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