Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832291.7907 | 715174.1205 | 117117.6701 | 591887.0382 | 165249.2188 | 426637.8194 |
Total P&L (%) | 832.2918 | 715.1741 | 117.1177 | 591.887 | 165.2492 | 426.6378 |
Avg Daily Profit (%) | 0.4496 | 0.3864 | 0.0633 | 0.1046 | 0.0527 | 0.0898 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95871 | -115007 | -83063 | -483773 | -478892 | -226828 |
Profit Factor | 2.3588 | 3.0363 | 1.4482 | 1.2193 | 1.103 | 1.3901 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 37 | 13 | 24 | 37 | 13 | 24 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 34.9057 | 24.5283 | 45.283 | 34.9057 | 24.5283 | 45.283 |
Ratio Avg Win / Avg Loss | 4.3988 | 9.3424 | 1.7499 | 2.2739 | 3.3937 | 1.6797 |
Largest Winning Trade | 675138 | 675138 | 67004 | 490800 | 490800 | 341641 |
Largest Losing Trade | -22664 | -22664 | -20116 | -156715 | -156715 | -144539 |
Avg Bars in Trades | 206 | 173 | 239 | 206 | 173 | 239 |
Avg Bars in Winners | 412 | 446 | 393 | 412 | 446 | 393 |
Avg Bars in Losers | 96 | 84 | 112 | 96 | 84 | 112 |
Bars Traded | 21903 | 9205 | 12698 | 21903 | 9205 | 12698 |
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 | 326735 | -196796 | -288231 | -57873 | -440905 | -253225 |
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{ "first_band": { "type": "rma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 103, "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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