Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71661.773 | 36471.5718 | 35190.2012 | 84074.3638 | 33027.0408 | 51047.323 |
Total P&L (%) | 71.6618 | 36.4716 | 35.1902 | 84.0744 | 33.027 | 51.0473 |
Avg Daily Profit (%) | 0.1561 | 0.0794 | 0.0767 | 0.133 | 0.0622 | 0.0899 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29269 | -20044 | -24945 | -29628 | -35967 | -27346 |
Profit Factor | 1.2304 | 1.2431 | 1.2186 | 1.2274 | 1.1766 | 1.2793 |
Total Trades | 604 | 302 | 302 | 604 | 302 | 302 |
Winning Trades | 412 | 207 | 205 | 412 | 207 | 205 |
Losing Trades | 192 | 95 | 97 | 192 | 95 | 97 |
Profitability (%) | 68.2119 | 68.543 | 67.8808 | 68.2119 | 68.543 | 67.8808 |
Ratio Avg Win / Avg Loss | 0.5734 | 0.5705 | 0.5766 | 0.572 | 0.54 | 0.6053 |
Largest Winning Trade | 11042 | 4444 | 11042 | 18227 | 7190 | 18227 |
Largest Losing Trade | -15088 | -14582 | -15088 | -26729 | -26729 | -15223 |
Avg Bars in Trades | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Winners | 9 | 8 | 10 | 9 | 8 | 10 |
Avg Bars in Losers | 37 | 34 | 39 | 37 | 34 | 39 |
Bars Traded | 10987 | 5073 | 5914 | 10987 | 5073 | 5914 |
Profit Streak | 589.799 | 589.799 | 592.9656 | 589.799 | 589.799 | 592.9656 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433825 | -87169 | -91093 | -10686 | -136741 | -71705 |
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{ "first_band": { "type": "dema", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 5, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 5, "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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