Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244862.6777 | 227263.2952 | 17599.3825 | -20133.1363 | 135904.7109 | -156037.8472 |
Total P&L (%) | 244.8627 | 227.2633 | 17.5994 | -20.1331 | 135.9047 | -156.0378 |
Avg Daily Profit (%) | 0.1984 | 0.1841 | 0.0143 | -0.0182 | 0.0696 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132011 | -92049 | -143791 | -168740 | -56808 | -262103 |
Profit Factor | 1.2722 | 1.7093 | 1.0304 | 0.9758 | 1.5534 | 0.7346 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 53.4392 | 51.0638 | 55.7895 | 53.4392 | 51.0638 | 55.7895 |
Ratio Avg Win / Avg Loss | 1.1085 | 1.6381 | 0.8165 | 0.8502 | 1.4887 | 0.5822 |
Largest Winning Trade | 50269 | 45599 | 50269 | 50269 | 37992 | 50269 |
Largest Losing Trade | -69271 | -34589 | -69271 | -119580 | -40112 | -119580 |
Avg Bars in Trades | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Winners | 33 | 33 | 34 | 33 | 33 | 34 |
Avg Bars in Losers | 43 | 39 | 48 | 43 | 39 | 48 |
Bars Traded | 7270 | 3394 | 3875 | 7270 | 3394 | 3875 |
Profit Streak | 8.3804 | 19.8804 | 8.3804 | 8.3804 | 19.8804 | 8.3804 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362956 | 400148 | -369922 | -578217 | -98041 | -579656 |
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{ "first_band": { "type": "hma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 64, "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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