Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353234.5299 | 297305.0941 | 55929.4358 | 1332032.772 | 767100.7132 | 564932.0588 |
Total P&L (%) | 353.2345 | 297.3051 | 55.9294 | 1332.0328 | 767.1007 | 564.9321 |
Avg Daily Profit (%) | 0.2842 | 0.2392 | 0.045 | 0.2144 | 0.1739 | 0.1525 |
Buy And Hold Return (%) | 25.6643 | 25.6643 | 25.6643 | 25.6643 | 25.6643 | 25.6643 |
Max Trade Drawdown | -155893 | -51795 | -189857 | -539216 | -539216 | -434578 |
Profit Factor | 1.6436 | 2.7676 | 1.1469 | 1.8245 | 2.0643 | 1.6313 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 92 | 44 | 48 | 84 | 41 | 43 |
Losing Trades | 20 | 12 | 8 | 28 | 15 | 13 |
Profitability (%) | 82.1429 | 78.5714 | 85.7143 | 75 | 73.2143 | 76.7857 |
Ratio Avg Win / Avg Loss | 0.3573 | 0.7548 | 0.1912 | 0.6082 | 0.7552 | 0.4932 |
Largest Winning Trade | 26339 | 26339 | 23154 | 181839 | 150006 | 181839 |
Largest Losing Trade | -134296 | -51795 | -134296 | -539216 | -539216 | -238503 |
Avg Bars in Trades | 42 | 48 | 36 | 42 | 48 | 36 |
Avg Bars in Winners | 21 | 23 | 20 | 29 | 33 | 26 |
Avg Bars in Losers | 135 | 137 | 132 | 79 | 89 | 68 |
Bars Traded | 4727 | 2698 | 2028 | 4727 | 2698 | 2028 |
Profit Streak | 35.0052 | 161.0052 | 35.0052 | 35.0052 | 161.0052 | 35.0052 |
Trades During Streak | 5 | 10 | 2 | 5 | 10 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 535782 | -164334 | -373695 | 511033 | -166527 | -167648 |
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{ "first_band": { "type": "dema", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 71, "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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