Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58576.3492 | 15420.2286 | 43156.1206 | 49807.4076 | 15175.798 | 34631.6096 |
Total P&L (%) | 58.5763 | 15.4202 | 43.1561 | 49.8074 | 15.1758 | 34.6316 |
Avg Daily Profit (%) | 0.2249 | 0.0592 | 0.1657 | 0.1553 | 0.0543 | 0.1143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40302 | -34029 | -31247 | -45765 | -37399 | -40802 |
Profit Factor | 1.4075 | 1.2015 | 1.6419 | 1.32 | 1.1881 | 1.462 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 72.4638 | 71.4286 | 73.5294 | 72.4638 | 71.4286 | 73.5294 |
Ratio Avg Win / Avg Loss | 0.5348 | 0.4806 | 0.5911 | 0.5016 | 0.4752 | 0.5263 |
Largest Winning Trade | 19334 | 10321 | 19334 | 17763 | 11315 | 17763 |
Largest Losing Trade | -28628 | -22586 | -28628 | -33300 | -23809 | -33300 |
Avg Bars in Trades | 354 | 384 | 323 | 354 | 384 | 323 |
Avg Bars in Winners | 216 | 232 | 200 | 216 | 232 | 200 |
Avg Bars in Losers | 717 | 764 | 665 | 717 | 764 | 665 |
Bars Traded | 24477 | 13468 | 11009 | 24477 | 13468 | 11009 |
Profit Streak | 29.2054 | 36.2679 | 29.2054 | 29.2054 | 36.2679 | 29.2054 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96623 | -123012 | 320108 | -98341 | -142868 | -40584 |
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{ "first_band": { "type": "dema", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 235, "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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