Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63296.8528 | 41963.2345 | 21333.6182 | 58243.8243 | 44931.2214 | 13312.6029 |
Total P&L (%) | 63.2969 | 41.9632 | 21.3336 | 58.2438 | 44.9312 | 13.3126 |
Avg Daily Profit (%) | 0.2431 | 0.1611 | 0.0819 | 0.1764 | 0.1426 | 0.048 |
Buy And Hold Return (%) | 11.69 | 11.69 | 11.69 | 11.69 | 11.69 | 11.69 |
Max Trade Drawdown | -42212 | -30948 | -33852 | -43529 | -28311 | -34474 |
Profit Factor | 1.3681 | 1.5491 | 1.2233 | 1.3504 | 1.6365 | 1.1392 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 73.3333 | 73.3333 | 73.3333 | 73.3333 | 73.3333 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.4975 | 0.5633 | 0.4448 | 0.4911 | 0.5951 | 0.4143 |
Largest Winning Trade | 9653 | 9653 | 8615 | 10693 | 10693 | 7622 |
Largest Losing Trade | -28241 | -13191 | -28241 | -28034 | -11250 | -28034 |
Avg Bars in Trades | 274 | 284 | 264 | 274 | 284 | 264 |
Avg Bars in Winners | 155 | 163 | 147 | 155 | 163 | 147 |
Avg Bars in Losers | 601 | 616 | 586 | 601 | 616 | 586 |
Bars Traded | 24703 | 12796 | 11907 | 24703 | 12796 | 11907 |
Profit Streak | 9.829 | 35.2041 | 9.829 | 9.8291 | 35.2041 | 9.8291 |
Trades During Streak | 5 | 9 | 2 | 5 | 9 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343329 | 287947 | -90886 | 308421 | -1359 | -317638 |
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{ "first_band": { "type": "dema", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 181, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 181, "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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