Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88961.1833 | 12404.5104 | 76556.6729 | 116787.373 | 19621.5778 | 97165.7952 |
Total P&L (%) | 88.9612 | 12.4045 | 76.5567 | 116.7874 | 19.6216 | 97.1658 |
Avg Daily Profit (%) | 0.3416 | 0.0476 | 0.294 | 0.2976 | 0.0688 | 0.261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24294 | -19334 | -13520 | -30109 | -24668 | -16279 |
Profit Factor | 1.75 | 1.1595 | 2.8734 | 1.7141 | 1.1866 | 2.6636 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 76.9231 | 71.7949 | 82.0513 | 76.9231 | 71.7949 | 82.0513 |
Ratio Avg Win / Avg Loss | 0.525 | 0.4555 | 0.6286 | 0.5142 | 0.4662 | 0.5827 |
Largest Winning Trade | 8203 | 8203 | 6325 | 11197 | 10758 | 11197 |
Largest Losing Trade | -24188 | -24188 | -9934 | -25653 | -25653 | -11965 |
Avg Bars in Trades | 299 | 339 | 259 | 299 | 339 | 259 |
Avg Bars in Winners | 183 | 209 | 160 | 183 | 209 | 160 |
Avg Bars in Losers | 687 | 670 | 716 | 687 | 670 | 716 |
Bars Traded | 23379 | 13240 | 10138 | 23379 | 13240 | 10138 |
Profit Streak | 0 | 0 | 20.3085 | 0 | 0 | 20.3085 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27033 | -265512 | 518402 | -27479 | -123642 | 493686 |
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{ "first_band": { "type": "dema", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 239, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 239, "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) |
---|