Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108915.187 | 31361.6802 | 77553.5068 | 130428.5054 | 73762.5258 | 56665.9796 |
Total P&L (%) | 108.9152 | 31.3617 | 77.5535 | 130.4285 | 73.7625 | 56.666 |
Avg Daily Profit (%) | 0.4182 | 0.1204 | 0.2978 | 0.3211 | 0.2124 | 0.1725 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39096 | -22241 | -40749 | -126178 | -60801 | -124299 |
Profit Factor | 1.4727 | 1.2599 | 1.7065 | 1.2752 | 1.3237 | 1.2303 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 57.3643 | 55.3846 | 59.375 | 57.3643 | 55.3846 | 59.375 |
Ratio Avg Win / Avg Loss | 1.0946 | 1.0149 | 1.1676 | 0.9478 | 1.0663 | 0.8418 |
Largest Winning Trade | 32167 | 16601 | 32167 | 39568 | 39568 | 31138 |
Largest Losing Trade | -16410 | -15045 | -16410 | -55976 | -25620 | -55976 |
Avg Bars in Trades | 189 | 218 | 160 | 189 | 218 | 160 |
Avg Bars in Winners | 190 | 228 | 154 | 190 | 228 | 154 |
Avg Bars in Losers | 189 | 206 | 170 | 189 | 206 | 170 |
Bars Traded | 24501 | 14214 | 10287 | 24501 | 14214 | 10287 |
Profit Streak | 3.3902 | 3.9215 | 0 | 3.3902 | 3.9215 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350816 | -168058 | -128780 | 217479 | -124714 | -134871 |
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{ "first_band": { "type": "dema", "factors": { "length": 173, "offset": 80 } }, "second_band": { "type": "rma", "factors": { "length": 178, "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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