Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98889.32 | 40180.4129 | 58708.9071 | 122230.4469 | 51813.7561 | 70416.6908 |
Total P&L (%) | 98.8893 | 40.1804 | 58.7089 | 122.2304 | 51.8138 | 70.4167 |
Avg Daily Profit (%) | 0.3797 | 0.1543 | 0.2254 | 0.3071 | 0.1604 | 0.2049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55080 | -24733 | -36635 | -88199 | -41075 | -56942 |
Profit Factor | 1.6987 | 1.6388 | 1.7467 | 1.5568 | 1.5379 | 1.5715 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 62.5 | 63.8889 | 61.1111 | 62.5 | 63.8889 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.0192 | 0.9263 | 1.1115 | 0.9341 | 0.8692 | 1.0001 |
Largest Winning Trade | 21308 | 9598 | 21308 | 33278 | 14705 | 33278 |
Largest Losing Trade | -29241 | -15111 | -29241 | -51862 | -25144 | -51862 |
Avg Bars in Trades | 337 | 367 | 307 | 337 | 367 | 307 |
Avg Bars in Winners | 284 | 314 | 252 | 284 | 314 | 252 |
Avg Bars in Losers | 425 | 459 | 393 | 425 | 459 | 393 |
Bars Traded | 24272 | 13217 | 11055 | 24272 | 13217 | 11055 |
Profit Streak | 32.1218 | 39.2676 | 32.1218 | 32.1218 | 39.2676 | 32.1218 |
Trades During Streak | 11 | 6 | 5 | 11 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70296 | 263503 | 391094 | -73039 | 284804 | 395424 |
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{ "first_band": { "type": "dema", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 43, "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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