Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52372.9877 | -2890.8832 | 55263.8709 | 46150.4671 | -5799.8281 | 51950.2952 |
Total P&L (%) | 52.373 | -2.8909 | 55.2639 | 46.1505 | -5.7998 | 51.9503 |
Avg Daily Profit (%) | 0.2011 | -0.0111 | 0.2122 | 0.1458 | -0.0229 | 0.1608 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28709 | -37814 | -20438 | -30661 | -45690 | -20847 |
Profit Factor | 1.2977 | 0.9737 | 1.8397 | 1.2338 | 0.9513 | 1.6638 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 73.5043 | 70.6897 | 76.2712 | 73.5043 | 70.6897 | 76.2712 |
Ratio Avg Win / Avg Loss | 0.4678 | 0.4037 | 0.5724 | 0.4447 | 0.3945 | 0.5176 |
Largest Winning Trade | 7659 | 7659 | 7025 | 9631 | 9631 | 9511 |
Largest Losing Trade | -25970 | -25970 | -12166 | -27263 | -27263 | -16014 |
Avg Bars in Trades | 205 | 209 | 202 | 205 | 209 | 202 |
Avg Bars in Winners | 115 | 104 | 125 | 115 | 104 | 125 |
Avg Bars in Losers | 456 | 460 | 452 | 456 | 460 | 452 |
Bars Traded | 24094 | 12131 | 11963 | 24094 | 12131 | 11963 |
Profit Streak | 12.0671 | 30.1296 | 12.0671 | 12.0671 | 30.1296 | 12.0671 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312077 | -757975 | -166128 | 63571 | -757975 | -167128 |
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{ "first_band": { "type": "dema", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 53, "offset": 226 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 53, "offset": 226 } } }
# | 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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