Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112167.1601 | 77830.6302 | 34336.5299 | 134474.0242 | 111100.2388 | 23373.7854 |
Total P&L (%) | 112.1672 | 77.8306 | 34.3365 | 134.474 | 111.1002 | 23.3738 |
Avg Daily Profit (%) | 0.4307 | 0.2989 | 0.1319 | 0.3278 | 0.2873 | 0.0807 |
Buy And Hold Return (%) | 15.7801 | 15.7801 | 15.7801 | 15.7801 | 15.7801 | 15.7801 |
Max Trade Drawdown | -54351 | -33706 | -36760 | -104948 | -66436 | -104478 |
Profit Factor | 1.4904 | 1.781 | 1.2661 | 1.2747 | 1.5283 | 1.0837 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 130 | 66 | 64 | 130 | 66 | 64 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 78.3133 | 79.5181 | 77.1084 | 78.3133 | 79.5181 | 77.1084 |
Ratio Avg Win / Avg Loss | 0.4127 | 0.4587 | 0.3759 | 0.353 | 0.3936 | 0.3217 |
Largest Winning Trade | 10433 | 9250 | 10433 | 14520 | 14497 | 14520 |
Largest Losing Trade | -30192 | -23154 | -30192 | -85990 | -46075 | -85990 |
Avg Bars in Trades | 148 | 150 | 145 | 148 | 150 | 145 |
Avg Bars in Winners | 73 | 74 | 73 | 73 | 74 | 73 |
Avg Bars in Losers | 417 | 447 | 390 | 417 | 447 | 390 |
Bars Traded | 24600 | 12513 | 12087 | 24600 | 12513 | 12087 |
Profit Streak | 2.0996 | 0 | 16.3809 | 2.0996 | 0 | 16.3809 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372038 | 361762 | -20771 | 292914 | 380029 | -227630 |
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{ "first_band": { "type": "dema", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 250, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 250, "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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