Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268698.7596 | 234853.6451 | 33845.1145 | 264947.0201 | 391265.1503 | -126318.1302 |
Total P&L (%) | 268.6988 | 234.8536 | 33.8451 | 264.947 | 391.2652 | -126.3181 |
Avg Daily Profit (%) | 0.5159 | 0.4509 | 0.065 | 0.2489 | 0.3061 | 0 |
Buy And Hold Return (%) | 61.6603 | 61.6603 | 61.6603 | 61.6603 | 61.6603 | 61.6603 |
Max Trade Drawdown | -92060 | -55604 | -49646 | -533310 | -317420 | -282760 |
Profit Factor | 1.4229 | 1.6908 | 1.1146 | 1.1207 | 1.3288 | 0.8744 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 134 | 64 | 70 | 134 | 64 | 70 |
Losing Trades | 145 | 75 | 70 | 145 | 75 | 70 |
Profitability (%) | 48.0287 | 46.0432 | 50 | 48.0287 | 46.0432 | 50 |
Ratio Avg Win / Avg Loss | 1.5397 | 1.9814 | 1.1146 | 1.2127 | 1.5572 | 0.8744 |
Largest Winning Trade | 97557 | 97557 | 31081 | 333435 | 333435 | 86074 |
Largest Losing Trade | -24231 | -21134 | -24231 | -126148 | -126148 | -114062 |
Avg Bars in Trades | 88 | 74 | 102 | 88 | 74 | 102 |
Avg Bars in Winners | 97 | 75 | 117 | 97 | 75 | 117 |
Avg Bars in Losers | 80 | 73 | 87 | 80 | 73 | 87 |
Bars Traded | 24647 | 10333 | 14314 | 24647 | 10333 | 14314 |
Profit Streak | 3.3497 | 0 | 4.3705 | 3.3497 | 0 | 4.3705 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348059 | 298212 | -367065 | -82387 | 258093 | -581404 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 228, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 228, "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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