Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63806.243 | 18631.3462 | 45174.8968 | 66372.0275 | 21353.9215 | 45018.1061 |
Total P&L (%) | 63.8062 | 18.6313 | 45.1749 | 66.372 | 21.3539 | 45.0181 |
Avg Daily Profit (%) | 0.245 | 0.0715 | 0.1735 | 0.1957 | 0.0743 | 0.1428 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26868 | -20402 | -21704 | -38766 | -24029 | -33758 |
Profit Factor | 1.4223 | 1.2436 | 1.6053 | 1.3056 | 1.2058 | 1.3969 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 86 | 38 | 48 | 86 | 38 | 48 |
Losing Trades | 31 | 20 | 11 | 31 | 20 | 11 |
Profitability (%) | 73.5043 | 65.5172 | 81.3559 | 73.5043 | 65.5172 | 81.3559 |
Ratio Avg Win / Avg Loss | 0.5127 | 0.6545 | 0.3679 | 0.4706 | 0.6346 | 0.3201 |
Largest Winning Trade | 9485 | 8807 | 9485 | 12139 | 10360 | 12139 |
Largest Losing Trade | -21207 | -20402 | -21207 | -32758 | -24029 | -32758 |
Avg Bars in Trades | 206 | 226 | 186 | 206 | 226 | 186 |
Avg Bars in Winners | 121 | 132 | 112 | 121 | 132 | 112 |
Avg Bars in Losers | 442 | 405 | 510 | 442 | 405 | 510 |
Bars Traded | 24171 | 13144 | 11027 | 24171 | 13144 | 11027 |
Profit Streak | 8.7639 | 0 | 12.191 | 8.7639 | 0 | 12.191 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347993 | -286583 | -167541 | 313300 | -281262 | -178570 |
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{ "first_band": { "type": "dema", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 227, "offset": 0 } } }
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# | 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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