Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114290.055 | 57760.1729 | 56529.8821 | 148085.6454 | 102230.0115 | 45855.6339 |
Total P&L (%) | 114.2901 | 57.7602 | 56.5299 | 148.0856 | 102.23 | 45.8556 |
Avg Daily Profit (%) | 0.4389 | 0.2218 | 0.2171 | 0.3495 | 0.2708 | 0.145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41661 | -24573 | -51602 | -102230 | -31406 | -120022 |
Profit Factor | 1.462 | 1.5096 | 1.4217 | 1.2986 | 1.4949 | 1.1585 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Profitability (%) | 58.9189 | 59.7826 | 58.0645 | 58.9189 | 59.7826 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.0194 | 1.0155 | 1.0268 | 0.9054 | 1.0057 | 0.8367 |
Largest Winning Trade | 16414 | 13488 | 16414 | 24300 | 24300 | 24275 |
Largest Losing Trade | -22575 | -22575 | -19374 | -44838 | -28116 | -44838 |
Avg Bars in Trades | 132 | 136 | 129 | 132 | 136 | 129 |
Avg Bars in Winners | 102 | 96 | 108 | 102 | 96 | 108 |
Avg Bars in Losers | 176 | 195 | 158 | 176 | 195 | 158 |
Bars Traded | 24561 | 12549 | 12012 | 24561 | 12549 | 12012 |
Profit Streak | 3.1769 | 3.1769 | 4.9581 | 3.1769 | 3.1769 | 4.9581 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408962 | 249800 | 310054 | 285523 | 291017 | -48072 |
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{ "first_band": { "type": "dema", "factors": { "length": 45, "offset": 37 } }, "second_band": { "type": "rma", "factors": { "length": 214, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 45, "offset": 37 } }, "second_band": { "type": "rma", "factors": { "length": 214, "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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