Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166822.0803 | 72775.9375 | 94046.1428 | 298155.2092 | 160010.5346 | 138144.6746 |
Total P&L (%) | 166.8221 | 72.7759 | 94.0461 | 298.1552 | 160.0105 | 138.1447 |
Avg Daily Profit (%) | 0.6406 | 0.2795 | 0.3611 | 0.532 | 0.3676 | 0.3338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19924 | -29165 | -27931 | -89360 | -85323 | -96593 |
Profit Factor | 1.7551 | 1.6495 | 1.8638 | 1.5457 | 1.5727 | 1.5173 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 56.1404 | 57.8947 | 54.386 | 56.1404 | 57.8947 | 54.386 |
Ratio Avg Win / Avg Loss | 1.3712 | 1.1996 | 1.5632 | 1.2075 | 1.1438 | 1.2726 |
Largest Winning Trade | 31287 | 18477 | 31287 | 66997 | 66997 | 41207 |
Largest Losing Trade | -12787 | -12787 | -12531 | -58498 | -58498 | -44900 |
Avg Bars in Trades | 214 | 238 | 190 | 214 | 238 | 190 |
Avg Bars in Winners | 243 | 250 | 236 | 243 | 250 | 236 |
Avg Bars in Losers | 176 | 222 | 134 | 176 | 222 | 134 |
Bars Traded | 24454 | 13607 | 10847 | 24454 | 13607 | 10847 |
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 | 479036 | -170114 | -168346 | 422883 | -169623 | -170706 |
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{ "first_band": { "type": "dema", "factors": { "length": 249, "offset": 48 } }, "second_band": { "type": "rma", "factors": { "length": 136, "offset": 0 } } }
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# | 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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