Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 910055.8187 | 856507.9627 | 53547.856 | 1060369.6206 | 1066102.4181 | -5732.7975 |
Total P&L (%) | 910.0558 | 856.508 | 53.5479 | 1060.3696 | 1066.1024 | -5.7328 |
Avg Daily Profit (%) | 0.4965 | 0.4673 | 0.0292 | 0.1338 | 0.1341 | -0.0032 |
Buy And Hold Return (%) | 183.9067 | 183.9067 | 183.9067 | 183.9067 | 183.9067 | 183.9067 |
Max Trade Drawdown | -123749 | -88566 | -68523 | -1068365 | -776528 | -892584 |
Profit Factor | 3.2877 | 5.8644 | 1.2415 | 1.2709 | 1.6256 | 0.9974 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 34.7826 | 34.2857 | 35.2941 | 34.7826 | 34.2857 | 35.2941 |
Ratio Avg Win / Avg Loss | 6.1645 | 11.2401 | 2.2761 | 2.3829 | 3.1158 | 1.8286 |
Largest Winning Trade | 772231 | 772231 | 50946 | 674453 | 674453 | 398605 |
Largest Losing Trade | -30313 | -22246 | -30313 | -448040 | -245563 | -448040 |
Avg Bars in Trades | 307 | 296 | 318 | 307 | 296 | 318 |
Avg Bars in Winners | 685 | 638 | 733 | 685 | 638 | 733 |
Avg Bars in Losers | 105 | 118 | 91 | 105 | 118 | 91 |
Bars Traded | 21206 | 10386 | 10819 | 21206 | 10386 | 10819 |
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 | -96717 | 395714 | -324533 | -125969 | -17453 | -583736 |
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{ "first_band": { "type": "rma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 99, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 99, "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) |
---|