Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77648.4463 | 25989.783 | 51658.6634 | 88253.5959 | 37848.0996 | 50405.4963 |
Total P&L (%) | 77.6484 | 25.9898 | 51.6587 | 88.2536 | 37.8481 | 50.4055 |
Avg Daily Profit (%) | 0.2982 | 0.0998 | 0.1984 | 0.2432 | 0.1233 | 0.1569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30140 | -19209 | -23250 | -53606 | -23021 | -42124 |
Profit Factor | 1.5167 | 1.3531 | 1.6737 | 1.3705 | 1.3551 | 1.3829 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 72.6316 | 68.0851 | 77.0833 | 72.6316 | 68.0851 | 77.0833 |
Ratio Avg Win / Avg Loss | 0.5715 | 0.6343 | 0.4976 | 0.5164 | 0.6352 | 0.4111 |
Largest Winning Trade | 13021 | 9027 | 13021 | 17318 | 11012 | 17318 |
Largest Losing Trade | -22102 | -19209 | -22102 | -39820 | -23021 | -39820 |
Avg Bars in Trades | 253 | 271 | 235 | 253 | 271 | 235 |
Avg Bars in Winners | 163 | 178 | 149 | 163 | 178 | 149 |
Avg Bars in Losers | 492 | 470 | 522 | 492 | 470 | 522 |
Bars Traded | 24068 | 12772 | 11296 | 24068 | 12772 | 11296 |
Profit Streak | 8.779 | 0 | 12.1852 | 8.779 | 0 | 12.1852 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393849 | -63436 | 345657 | 344778 | -30993 | 277005 |
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{ "first_band": { "type": "dema", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 220, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 220, "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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