Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69154.3534 | 61254.6244 | 7899.729 | 83115.4353 | 77109.6011 | 6005.8342 |
Total P&L (%) | 69.1544 | 61.2546 | 7.8997 | 83.1154 | 77.1096 | 6.0058 |
Avg Daily Profit (%) | 0.7966 | 0.7056 | 0.091 | 0.6993 | 0.6606 | 0.0672 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -10576 | -9827 | -8896 | -12910 | -11093 | -13479 |
Profit Factor | 2.1043 | 3.1968 | 1.2274 | 2.0974 | 3.296 | 1.1425 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 39.0625 | 40.625 | 37.5 | 39.0625 | 40.625 | 37.5 |
Ratio Avg Win / Avg Loss | 3.2827 | 4.6723 | 2.0457 | 3.272 | 4.8172 | 1.9041 |
Largest Winning Trade | 31498 | 31498 | 6896 | 40237 | 40237 | 7298 |
Largest Losing Trade | -4631 | -3404 | -4631 | -6298 | -4007 | -6298 |
Avg Bars in Trades | 369 | 367 | 370 | 369 | 367 | 370 |
Avg Bars in Winners | 657 | 622 | 695 | 657 | 622 | 695 |
Avg Bars in Losers | 184 | 193 | 175 | 184 | 193 | 175 |
Bars Traded | 23618 | 11774 | 11844 | 23618 | 11774 | 11844 |
Profit Streak | 5.8186 | 6.5963 | 0 | 5.8186 | 6.5963 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132333 | 461207 | -243061 | -133400 | 475238 | -338498 |
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{ "first_band": { "type": "rma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 141, "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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