Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384669.8197 | 407007.5292 | -22337.7095 | -53771.7322 | 68100.0246 | -121871.7568 |
Total P&L (%) | 384.6698 | 407.0075 | -22.3377 | -53.7717 | 68.1 | -121.8718 |
Avg Daily Profit (%) | 0.1679 | 0.1776 | -0.0097 | -0.0337 | 0.0227 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -246691 | -200504 | -149648 | -190637 | -177509 | -163966 |
Profit Factor | 1.5195 | 1.979 | 0.9312 | 0.9122 | 1.2001 | 0.5519 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 43.75 | 45.8333 | 41.6667 | 43.75 | 45.8333 | 41.6667 |
Ratio Avg Win / Avg Loss | 1.9536 | 2.3388 | 1.3037 | 1.1728 | 1.4183 | 0.7726 |
Largest Winning Trade | 293458 | 293458 | 43123 | 101030 | 101030 | 42022 |
Largest Losing Trade | -72935 | -72935 | -48102 | -78250 | -78250 | -64598 |
Avg Bars in Trades | 45 | 73 | 17 | 45 | 73 | 17 |
Avg Bars in Winners | 48 | 66 | 27 | 48 | 66 | 27 |
Avg Bars in Losers | 43 | 79 | 9 | 43 | 79 | 9 |
Bars Traded | 4347 | 3526 | 821 | 4347 | 3526 | 821 |
Profit Streak | 0 | 133.9152 | 0 | 0 | 133.9152 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 277483 | 382237 | -581985 | -581286 | -163807 | -583652 |
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{ "first_band": { "type": "dema", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 89, "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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