Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443473.4071 | 360657.8696 | 82815.5375 | 366104.3679 | 99375.7177 | 266728.6502 |
Total P&L (%) | 443.4734 | 360.6579 | 82.8155 | 366.1044 | 99.3757 | 266.7287 |
Avg Daily Profit (%) | 0.2359 | 0.1918 | 0.044 | 0.0819 | 0.0367 | 0.0691 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121737 | -96033 | -143824 | -492270 | -472914 | -379708 |
Profit Factor | 1.5449 | 1.9463 | 1.1914 | 1.1091 | 1.056 | 1.1686 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Losing Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Profitability (%) | 49.0291 | 49.5146 | 48.5437 | 49.0291 | 49.5146 | 48.5437 |
Ratio Avg Win / Avg Loss | 1.6061 | 1.9845 | 1.2629 | 1.153 | 1.0767 | 1.2387 |
Largest Winning Trade | 155430 | 155430 | 55021 | 246054 | 236896 | 246054 |
Largest Losing Trade | -58620 | -21993 | -58620 | -236656 | -154329 | -236656 |
Avg Bars in Trades | 107 | 81 | 133 | 107 | 81 | 133 |
Avg Bars in Winners | 132 | 89 | 176 | 132 | 89 | 176 |
Avg Bars in Losers | 82 | 73 | 92 | 82 | 73 | 92 |
Bars Traded | 22108 | 8379 | 13729 | 22108 | 8379 | 13729 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407528 | 388051 | -144910 | -183438 | -303249 | -136514 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 241, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 241, "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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