Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138296.4789 | 92930.4075 | 45366.0715 | 188765.3641 | 178434.6362 | 10330.7279 |
Total P&L (%) | 138.2965 | 92.9304 | 45.3661 | 188.7654 | 178.4346 | 10.3307 |
Avg Daily Profit (%) | 0.5311 | 0.3568 | 0.1742 | 0.408 | 0.394 | 0.0378 |
Buy And Hold Return (%) | 12.5709 | 12.5709 | 12.5709 | 12.5709 | 12.5709 | 12.5709 |
Max Trade Drawdown | -40809 | -15663 | -37861 | -163759 | -53660 | -155054 |
Profit Factor | 2.0395 | 2.44 | 1.6622 | 1.4036 | 1.8504 | 1.0401 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 44.8276 | 51.7241 | 37.931 | 44.8276 | 51.7241 | 37.931 |
Ratio Avg Win / Avg Loss | 2.5101 | 2.2774 | 2.7199 | 1.7275 | 1.7271 | 1.7019 |
Largest Winning Trade | 53949 | 53949 | 29160 | 109137 | 109137 | 90815 |
Largest Losing Trade | -7014 | -7014 | -6555 | -26680 | -26160 | -26680 |
Avg Bars in Trades | 412 | 377 | 448 | 412 | 377 | 448 |
Avg Bars in Winners | 706 | 606 | 841 | 706 | 606 | 841 |
Avg Bars in Losers | 174 | 131 | 207 | 174 | 131 | 207 |
Bars Traded | 23943 | 10947 | 12996 | 23943 | 10947 | 12996 |
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 | -168579 | 445823 | 66052 | -171679 | 416288 | -489730 |
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{ "first_band": { "type": "rma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 191, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 191, "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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