Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 891882.9495 | 764747.7692 | 127135.1803 | 519698.5969 | 449670.7263 | 70027.8706 |
Total P&L (%) | 891.883 | 764.7478 | 127.1352 | 519.6986 | 449.6707 | 70.0279 |
Avg Daily Profit (%) | 0.4802 | 0.4117 | 0.0685 | 0.0983 | 0.0918 | 0.0286 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100709 | -86960 | -78789 | -1037694 | -881534 | -619212 |
Profit Factor | 2.5642 | 3.4972 | 1.4817 | 1.118 | 1.1767 | 1.0376 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 46.988 | 47.619 | 46.3415 | 46.988 | 47.619 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.893 | 3.847 | 1.7156 | 1.2613 | 1.2944 | 1.2015 |
Largest Winning Trade | 631494 | 631494 | 62910 | 839726 | 839726 | 267689 |
Largest Losing Trade | -78789 | -29503 | -78789 | -619212 | -374786 | -619212 |
Avg Bars in Trades | 129 | 98 | 160 | 129 | 98 | 160 |
Avg Bars in Winners | 181 | 119 | 247 | 181 | 119 | 247 |
Avg Bars in Losers | 82 | 78 | 86 | 82 | 78 | 86 |
Bars Traded | 10716 | 4129 | 6587 | 10716 | 4129 | 6587 |
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 | 463419 | 563563 | -100620 | -154587 | -97400 | -335221 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 114, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 114, "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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