Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152406.1877 | 46551.0456 | 105855.142 | 270094.1664 | 97975.2759 | 172118.8905 |
Total P&L (%) | 152.4062 | 46.551 | 105.8551 | 270.0942 | 97.9753 | 172.1189 |
Avg Daily Profit (%) | 0.5852 | 0.1788 | 0.4065 | 0.5038 | 0.2626 | 0.3851 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38463 | -23369 | -18457 | -61122 | -37675 | -48475 |
Profit Factor | 1.8948 | 1.4308 | 2.7003 | 1.9531 | 1.5809 | 2.5006 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 57.1429 | 51.0204 | 63.2653 | 57.1429 | 51.0204 | 63.2653 |
Ratio Avg Win / Avg Loss | 1.4211 | 1.3735 | 1.5679 | 1.4649 | 1.5176 | 1.452 |
Largest Winning Trade | 27251 | 27251 | 15416 | 53878 | 53878 | 28298 |
Largest Losing Trade | -16907 | -16907 | -11251 | -19434 | -19434 | -18776 |
Avg Bars in Trades | 249 | 269 | 229 | 249 | 269 | 229 |
Avg Bars in Winners | 294 | 343 | 255 | 294 | 343 | 255 |
Avg Bars in Losers | 189 | 193 | 185 | 189 | 193 | 185 |
Bars Traded | 24484 | 13229 | 11255 | 24484 | 13229 | 11255 |
Profit Streak | 25.815 | 25.815 | 26.3671 | 25.815 | 25.815 | 26.3671 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531794 | 251278 | 591204 | 510777 | 409137 | 530763 |
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{ "first_band": { "type": "dema", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 42, "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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