Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700715.1231 | 528340.3469 | 172374.7762 | 908273.9324 | 166213.1564 | 742060.7761 |
Total P&L (%) | 700.7151 | 528.3403 | 172.3748 | 908.2739 | 166.2132 | 742.0608 |
Avg Daily Profit (%) | 0.3986 | 0.3005 | 0.098 | 0.1315 | 0.0557 | 0.1213 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76660 | -121222 | -38751 | -1161372 | -1148935 | -717632 |
Profit Factor | 1.8872 | 2.1922 | 1.4972 | 1.1641 | 1.0545 | 1.2986 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 59 | 21 | 38 | 59 | 21 | 38 |
Losing Trades | 104 | 61 | 43 | 104 | 61 | 43 |
Profitability (%) | 36.1963 | 25.6098 | 46.9136 | 36.1963 | 25.6098 | 46.9136 |
Ratio Avg Win / Avg Loss | 3.3265 | 6.3679 | 1.6942 | 2.052 | 3.0631 | 1.4695 |
Largest Winning Trade | 402313 | 402313 | 53478 | 769229 | 769229 | 474800 |
Largest Losing Trade | -19744 | -19744 | -19280 | -329148 | -194176 | -329148 |
Avg Bars in Trades | 127 | 107 | 146 | 127 | 107 | 146 |
Avg Bars in Winners | 253 | 255 | 252 | 253 | 255 | 252 |
Avg Bars in Losers | 55 | 57 | 53 | 55 | 57 | 53 |
Bars Traded | 20713 | 8846 | 11867 | 20713 | 8846 | 11867 |
Profit Streak | 0 | 0 | 23.1859 | 0 | 0 | 23.1859 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316914 | -18517 | -72289 | -60398 | -309555 | -43237 |
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{ "first_band": { "type": "rma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 73, "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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