Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216750.6805 | 176942.9225 | 39807.758 | 37050.6692 | 246920.5282 | -209869.859 |
Total P&L (%) | 216.7507 | 176.9429 | 39.8078 | 37.0507 | 246.9205 | -209.8699 |
Avg Daily Profit (%) | 0.1775 | 0.1449 | 0.0326 | 0.0258 | 0.1019 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95228 | -68818 | -108180 | -446099 | -165436 | -429522 |
Profit Factor | 1.4505 | 1.8411 | 1.147 | 1.0287 | 1.4812 | 0.7305 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 58.1395 | 55.814 | 60.4651 | 58.1395 | 55.814 | 60.4651 |
Ratio Avg Win / Avg Loss | 1.0444 | 1.4575 | 0.75 | 0.7406 | 1.1726 | 0.4776 |
Largest Winning Trade | 86637 | 86637 | 35961 | 261119 | 261119 | 54915 |
Largest Losing Trade | -47457 | -32885 | -47457 | -190506 | -101113 | -190506 |
Avg Bars in Trades | 40 | 55 | 25 | 40 | 55 | 25 |
Avg Bars in Winners | 35 | 39 | 32 | 35 | 39 | 32 |
Avg Bars in Losers | 47 | 76 | 15 | 47 | 76 | 15 |
Bars Traded | 3491 | 2398 | 1093 | 3491 | 2398 | 1093 |
Profit Streak | 20.5211 | 0 | 20.8544 | 20.5211 | 0 | 20.8544 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369752 | 129675 | -209816 | -349676 | -54903 | -578540 |
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{ "first_band": { "type": "dema", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 70, "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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