Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679789.6232 | 604147.2853 | 75642.3379 | 814732.8312 | 626200.3637 | 188532.4675 |
Total P&L (%) | 679.7896 | 604.1473 | 75.6423 | 814.7328 | 626.2004 | 188.5325 |
Avg Daily Profit (%) | 0.3682 | 0.3272 | 0.041 | 0.12 | 0.1074 | 0.0574 |
Buy And Hold Return (%) | 100.9337 | 100.9337 | 100.9337 | 100.9337 | 100.9337 | 100.9337 |
Max Trade Drawdown | -93611 | -96831 | -88686 | -352822 | -253232 | -214037 |
Profit Factor | 2.0693 | 3.2871 | 1.2036 | 1.5312 | 1.8589 | 1.2343 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 60.3448 | 58.6207 | 62.069 | 60.3448 | 58.6207 | 62.069 |
Ratio Avg Win / Avg Loss | 1.3598 | 2.3203 | 0.7355 | 1.0062 | 1.3122 | 0.7543 |
Largest Winning Trade | 388194 | 388194 | 60333 | 271160 | 271160 | 211922 |
Largest Losing Trade | -65545 | -41192 | -65545 | -187468 | -170506 | -187468 |
Avg Bars in Trades | 187 | 177 | 197 | 187 | 177 | 197 |
Avg Bars in Winners | 172 | 178 | 166 | 172 | 178 | 166 |
Avg Bars in Losers | 210 | 175 | 248 | 210 | 175 | 248 |
Bars Traded | 21749 | 10290 | 11459 | 21749 | 10290 | 11459 |
Profit Streak | 0 | 0 | 85.9035 | 0 | 0 | 85.9035 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495736 | -164204 | -483255 | -29294 | -226179 | -303139 |
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{ "first_band": { "type": "rma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 187, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 187, "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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