Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187423.5355 | 197735.9661 | -10312.4306 | -136959.4415 | -10045.2823 | -126914.1592 |
Total P&L (%) | 187.4235 | 197.736 | -10.3124 | -136.9594 | -10.0453 | -126.9142 |
Avg Daily Profit (%) | 0.1518 | 0.1602 | -0.0084 | 0 | -0.0086 | 0 |
Buy And Hold Return (%) | 17.3029 | 17.3029 | 17.3029 | 17.3029 | 17.3029 | 17.3029 |
Max Trade Drawdown | -96670 | -52180 | -96670 | -35506 | -17280 | -18492 |
Profit Factor | 1.3949 | 2.337 | 0.9684 | 0.3559 | 0.7054 | 0.2892 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 52 | 26 | 26 | 12 | 6 | 6 |
Losing Trades | 13 | 6 | 7 | 53 | 26 | 27 |
Profitability (%) | 80 | 81.25 | 78.7879 | 18.4615 | 18.75 | 18.1818 |
Ratio Avg Win / Avg Loss | 0.3487 | 0.5393 | 0.2607 | 1.5721 | 3.0568 | 1.3014 |
Largest Winning Trade | 26711 | 26470 | 26711 | 42183 | 10460 | 42183 |
Largest Losing Trade | -141454 | -52180 | -141454 | -141454 | -4437 | -141454 |
Avg Bars in Trades | 71 | 82 | 61 | 71 | 82 | 61 |
Avg Bars in Winners | 39 | 45 | 34 | 202 | 242 | 161 |
Avg Bars in Losers | 199 | 242 | 162 | 42 | 45 | 39 |
Bars Traded | 4669 | 2638 | 2031 | 4669 | 2638 | 2031 |
Profit Streak | 24.5589 | 150.3089 | 24.5589 | 0 | 0 | 0 |
Trades During Streak | 4 | 7 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124399 | 518581 | -576043 | -772910 | -635115 | -639001 |
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{ "first_band": { "type": "dema", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 72, "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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