Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414160.5409 | 430542.4272 | -16381.8864 | -76032.2632 | 142846.0017 | -218878.2649 |
Total P&L (%) | 414.1605 | 430.5424 | -16.3819 | -76.0323 | 142.846 | -218.8783 |
Avg Daily Profit (%) | 0.2096 | 0.2179 | -0.0083 | -0.0723 | 0.0449 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160779 | -169429 | -216981 | -170544 | -97415 | -267718 |
Profit Factor | 1.4874 | 1.9985 | 0.9609 | 0.8823 | 1.5552 | 0.437 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 40.4762 | 42.8571 | 38.0952 | 40.4762 | 42.8571 | 38.0952 |
Ratio Avg Win / Avg Loss | 2.1873 | 2.6647 | 1.5614 | 1.2975 | 2.0735 | 0.7101 |
Largest Winning Trade | 207411 | 207411 | 69577 | 97336 | 97336 | 36789 |
Largest Losing Trade | -78174 | -64734 | -78174 | -112778 | -84520 | -112778 |
Avg Bars in Trades | 138 | 162 | 114 | 138 | 162 | 114 |
Avg Bars in Winners | 185 | 201 | 168 | 185 | 201 | 168 |
Avg Bars in Losers | 106 | 133 | 81 | 106 | 133 | 81 |
Bars Traded | 11648 | 6832 | 4816 | 11648 | 6832 | 4816 |
Profit Streak | 486.396 | 0 | 648.0626 | 486.396 | 0 | 648.0626 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 257343 | 318127 | -581254 | -582006 | -132903 | -584032 |
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{ "first_band": { "type": "dema", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 54, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 54, "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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