Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461631.6435 | 382254.817 | 79376.8265 | 243149.5947 | 271276.3596 | -28126.765 |
Total P&L (%) | 461.6316 | 382.2548 | 79.3768 | 243.1496 | 271.2764 | -28.1268 |
Avg Daily Profit (%) | 0.2853 | 0.2363 | 0.0491 | 0.0762 | 0.0811 | -0.0204 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118852 | -89027 | -235665 | -292953 | -274968 | -405176 |
Profit Factor | 1.2252 | 1.3905 | 1.0741 | 1.0714 | 1.1662 | 0.9841 |
Total Trades | 689 | 345 | 344 | 689 | 345 | 344 |
Winning Trades | 304 | 145 | 159 | 304 | 145 | 159 |
Losing Trades | 385 | 200 | 185 | 385 | 200 | 185 |
Profitability (%) | 44.1219 | 42.029 | 46.2209 | 44.1219 | 42.029 | 46.2209 |
Ratio Avg Win / Avg Loss | 1.5517 | 1.918 | 1.2498 | 1.3569 | 1.6086 | 1.1451 |
Largest Winning Trade | 78642 | 78642 | 53273 | 160786 | 160786 | 61359 |
Largest Losing Trade | -35108 | -26346 | -35108 | -82884 | -61223 | -82884 |
Avg Bars in Trades | 27 | 23 | 31 | 27 | 23 | 31 |
Avg Bars in Winners | 32 | 28 | 36 | 32 | 28 | 36 |
Avg Bars in Losers | 24 | 20 | 28 | 24 | 20 | 28 |
Bars Traded | 19177 | 8186 | 10991 | 19177 | 8186 | 10991 |
Profit Streak | 490.476 | 490.476 | 503.976 | 490.476 | 490.476 | 503.976 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419031 | 312832 | -265653 | -230571 | -122238 | -578377 |
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{ "first_band": { "type": "midprice", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 72, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 72, "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) |
---|