Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603690.504 | 513567.5039 | 90123.0001 | 703541.4627 | 189616.876 | 513924.5867 |
Total P&L (%) | 603.6905 | 513.5675 | 90.123 | 703.5415 | 189.6169 | 513.9246 |
Avg Daily Profit (%) | 0.2575 | 0.2191 | 0.0384 | 0.0889 | 0.0454 | 0.0774 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76246 | -56236 | -127244 | -977941 | -792080 | -566175 |
Profit Factor | 2.2711 | 3.2537 | 1.3648 | 1.1999 | 1.0873 | 1.3814 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 37.8788 | 36.3636 | 39.3939 | 37.8788 | 36.3636 | 39.3939 |
Ratio Avg Win / Avg Loss | 3.7246 | 5.694 | 2.0997 | 1.9678 | 1.9028 | 2.1252 |
Largest Winning Trade | 259465 | 259465 | 57149 | 566168 | 494035 | 566168 |
Largest Losing Trade | -60108 | -31115 | -60108 | -379348 | -379348 | -229023 |
Avg Bars in Trades | 102 | 116 | 89 | 102 | 116 | 89 |
Avg Bars in Winners | 186 | 225 | 150 | 186 | 225 | 150 |
Avg Bars in Losers | 51 | 54 | 49 | 51 | 54 | 49 |
Bars Traded | 6791 | 3834 | 2957 | 6791 | 3834 | 2957 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120638 | 327341 | -144100 | -206813 | -261014 | -91581 |
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{ "first_band": { "type": "dema", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 21, "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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