Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 26888.4014 | 10303.3744 | 16585.027 | 29304.7552 | 10917.5794 | 18387.1758 |
Total P&L (%) | 26.8884 | 10.3034 | 16.585 | 29.3048 | 10.9176 | 18.3872 |
Avg Daily Profit (%) | 1.5489 | 0.5935 | 0.9554 | 1.4914 | 0.5987 | 0.977 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -9861 | -7964 | -6523 | -12452 | -9769 | -8175 |
Profit Factor | 1.6179 | 1.3882 | 1.9769 | 1.5566 | 1.344 | 1.8794 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 80.4688 | 79.6875 | 81.25 | 80.4688 | 79.6875 | 81.25 |
Ratio Avg Win / Avg Loss | 0.3927 | 0.3539 | 0.4562 | 0.3778 | 0.3426 | 0.4337 |
Largest Winning Trade | 3025 | 3025 | 1710 | 3681 | 3681 | 2221 |
Largest Losing Trade | -7964 | -7964 | -6507 | -9769 | -9769 | -8156 |
Avg Bars in Trades | 193 | 197 | 189 | 193 | 197 | 189 |
Avg Bars in Winners | 112 | 101 | 122 | 112 | 101 | 122 |
Avg Bars in Losers | 528 | 574 | 479 | 528 | 574 | 479 |
Bars Traded | 24762 | 12662 | 12100 | 24762 | 12662 | 12100 |
Profit Streak | 2.9062 | 2.9062 | 3.1715 | 2.9062 | 2.9062 | 3.1715 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453239 | -284856 | -132473 | 448390 | -265974 | -131441 |
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{ "first_band": { "type": "dema", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 189, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 189, "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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