Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137932.305 | 94793.4684 | 43138.8366 | 178960.3027 | 158653.8349 | 20306.4678 |
Total P&L (%) | 137.9323 | 94.7935 | 43.1388 | 178.9603 | 158.6538 | 20.3065 |
Avg Daily Profit (%) | 0.5297 | 0.364 | 0.1657 | 0.3947 | 0.3656 | 0.071 |
Buy And Hold Return (%) | 27.8283 | 27.8283 | 27.8283 | 27.8283 | 27.8283 | 27.8283 |
Max Trade Drawdown | -43215 | -19502 | -55459 | -146317 | -53563 | -161951 |
Profit Factor | 1.4034 | 1.6077 | 1.232 | 1.2081 | 1.4165 | 1.0424 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 157 | 80 | 77 | 157 | 80 | 77 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 71.0407 | 72.0721 | 70 | 71.0407 | 72.0721 | 70 |
Ratio Avg Win / Avg Loss | 0.5721 | 0.623 | 0.528 | 0.4925 | 0.5489 | 0.4467 |
Largest Winning Trade | 11456 | 11456 | 9620 | 21363 | 21363 | 17275 |
Largest Losing Trade | -37477 | -17391 | -37477 | -125724 | -46103 | -125724 |
Avg Bars in Trades | 111 | 109 | 113 | 111 | 109 | 113 |
Avg Bars in Winners | 61 | 60 | 62 | 61 | 60 | 62 |
Avg Bars in Losers | 235 | 237 | 233 | 235 | 237 | 233 |
Bars Traded | 24726 | 12205 | 12521 | 24726 | 12205 | 12521 |
Profit Streak | 0 | 0 | 13.8957 | 0 | 0 | 13.8957 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381763 | 288825 | -1749 | 333017 | 316235 | -436636 |
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{ "first_band": { "type": "dema", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 47, "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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