Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291282.9793 | 256961.9052 | 34321.0741 | 125043.8902 | 73622.9919 | 51420.8983 |
Total P&L (%) | 291.283 | 256.9619 | 34.3211 | 125.0439 | 73.623 | 51.4209 |
Avg Daily Profit (%) | 0.5593 | 0.4934 | 0.0659 | 0.1559 | 0.106 | 0.0797 |
Buy And Hold Return (%) | 26.7455 | 26.7455 | 26.7455 | 26.7455 | 26.7455 | 26.7455 |
Max Trade Drawdown | -55723 | -56993 | -30849 | -159909 | -157427 | -83616 |
Profit Factor | 1.805 | 2.2823 | 1.2126 | 1.1695 | 1.1752 | 1.162 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 45 | 15 | 30 | 45 | 15 | 30 |
Losing Trades | 84 | 49 | 35 | 84 | 49 | 35 |
Profitability (%) | 34.8837 | 23.4375 | 46.1538 | 34.8837 | 23.4375 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.3694 | 7.4556 | 1.4147 | 2.1832 | 3.8391 | 1.3557 |
Largest Winning Trade | 314995 | 314995 | 21502 | 220344 | 220344 | 55320 |
Largest Losing Trade | -11395 | -9878 | -11395 | -36041 | -27103 | -36041 |
Avg Bars in Trades | 190 | 166 | 213 | 190 | 166 | 213 |
Avg Bars in Winners | 376 | 420 | 354 | 376 | 420 | 354 |
Avg Bars in Losers | 90 | 88 | 93 | 90 | 88 | 93 |
Bars Traded | 24533 | 10634 | 13899 | 24533 | 10634 | 13899 |
Profit Streak | 12.9103 | 0 | 14.702 | 12.9103 | 0 | 14.702 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310328 | -162254 | -316483 | -32789 | -258206 | -269703 |
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{ "first_band": { "type": "rma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 86, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 86, "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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