Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312169.5621 | 288160.0642 | 24009.4979 | 676467.7167 | 816004.6997 | -139536.983 |
Total P&L (%) | 312.1696 | 288.1601 | 24.0095 | 676.4677 | 816.0047 | -139.537 |
Avg Daily Profit (%) | 0.3518 | 0.3247 | 0.0271 | 0.2312 | 0.2499 | 0 |
Buy And Hold Return (%) | 248.4159 | 248.4159 | 248.4159 | 248.4159 | 248.4159 | 248.4159 |
Max Trade Drawdown | -52995 | -60890 | -37143 | -615563 | -241870 | -474194 |
Profit Factor | 2.139 | 3.4129 | 1.1552 | 1.5039 | 2.6972 | 0.8381 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Losing Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Profitability (%) | 57.1429 | 65.625 | 48.3871 | 57.1429 | 65.625 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.6042 | 1.7877 | 1.2323 | 1.1279 | 1.4128 | 0.8939 |
Largest Winning Trade | 99106 | 99106 | 47375 | 343060 | 183055 | 343060 |
Largest Losing Trade | -24448 | -24448 | -23878 | -327801 | -183356 | -327801 |
Avg Bars in Trades | 156 | 149 | 163 | 156 | 149 | 163 |
Avg Bars in Winners | 206 | 165 | 264 | 206 | 165 | 264 |
Avg Bars in Losers | 90 | 120 | 69 | 90 | 120 | 69 |
Bars Traded | 9865 | 4792 | 5073 | 9865 | 4792 | 5073 |
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 | -223021 | -98796 | -372935 | -143796 | 418826 | -581445 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 187, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 187, "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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