Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95310.8047 | 18322.9585 | 76987.8463 | 127827.6102 | 34399.3641 | 93428.2461 |
Total P&L (%) | 95.3108 | 18.323 | 76.9878 | 127.8276 | 34.3994 | 93.4282 |
Avg Daily Profit (%) | 0.366 | 0.0704 | 0.2956 | 0.3167 | 0.1136 | 0.2537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26207 | -32953 | -10788 | -30424 | -34392 | -17682 |
Profit Factor | 1.6849 | 1.1951 | 2.7015 | 1.6761 | 1.2878 | 2.3436 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 75 | 71.7391 | 78.2609 | 75 | 71.7391 | 78.2609 |
Ratio Avg Win / Avg Loss | 0.5616 | 0.4708 | 0.7504 | 0.5587 | 0.5073 | 0.651 |
Largest Winning Trade | 10265 | 8015 | 10265 | 11317 | 11302 | 11317 |
Largest Losing Trade | -23011 | -23011 | -10788 | -23256 | -23256 | -17682 |
Avg Bars in Trades | 264 | 278 | 251 | 264 | 278 | 251 |
Avg Bars in Winners | 178 | 182 | 175 | 178 | 182 | 175 |
Avg Bars in Losers | 521 | 521 | 523 | 521 | 521 | 523 |
Bars Traded | 24342 | 12790 | 11552 | 24342 | 12790 | 11552 |
Profit Streak | 11.8332 | 29.4374 | 11.8332 | 11.8332 | 29.4374 | 11.8332 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464761 | -111561 | 496164 | 448980 | -42696 | 458381 |
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{ "first_band": { "type": "dema", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 39, "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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