Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193062.5009 | -41542.2346 | 234604.7355 | 35332.2572 | -120126.8079 | 155459.0651 |
Total P&L (%) | 193.0625 | -41.5422 | 234.6047 | 35.3323 | -120.1268 | 155.4591 |
Avg Daily Profit (%) | 0.1267 | -0.0273 | 0.1539 | 0.0199 | 0 | 0.0616 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83305 | -104435 | -92642 | -159905 | -162748 | -124080 |
Profit Factor | 1.4546 | 0.8589 | 2.8009 | 1.0672 | 0.6593 | 1.8995 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 16 | 11 | 5 | 16 | 11 | 5 |
Profitability (%) | 76.8116 | 68.5714 | 85.2941 | 76.8116 | 68.5714 | 85.2941 |
Ratio Avg Win / Avg Loss | 0.4391 | 0.3937 | 0.4829 | 0.3222 | 0.3022 | 0.3275 |
Largest Winning Trade | 35549 | 26516 | 35549 | 30070 | 22189 | 30070 |
Largest Losing Trade | -61061 | -61061 | -50312 | -61658 | -61658 | -57514 |
Avg Bars in Trades | 84 | 111 | 57 | 84 | 111 | 57 |
Avg Bars in Winners | 46 | 54 | 39 | 46 | 54 | 39 |
Avg Bars in Losers | 211 | 233 | 162 | 211 | 233 | 162 |
Bars Traded | 5852 | 3887 | 1965 | 5852 | 3887 | 1965 |
Profit Streak | 77.3205 | 77.3205 | 281.0705 | 77.3205 | 77.3205 | 281.0705 |
Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125484 | -576962 | 561457 | -418115 | -576962 | -104110 |
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{ "first_band": { "type": "dema", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 108, "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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