Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80664.1588 | 24833.1968 | 55830.962 | 87085.5093 | 26580.6161 | 60504.8932 |
Total P&L (%) | 80.6642 | 24.8332 | 55.831 | 87.0855 | 26.5806 | 60.5049 |
Avg Daily Profit (%) | 0.3097 | 0.0954 | 0.2144 | 0.2408 | 0.0906 | 0.1819 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54707 | -27472 | -39407 | -81011 | -43441 | -59160 |
Profit Factor | 1.6184 | 1.489 | 1.7009 | 1.448 | 1.3511 | 1.5098 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 62.9032 | 61.2903 | 64.5161 | 62.9032 | 61.2903 | 64.5161 |
Ratio Avg Win / Avg Loss | 0.9545 | 0.9404 | 0.9355 | 0.854 | 0.8533 | 0.8304 |
Largest Winning Trade | 21500 | 9878 | 21500 | 32823 | 14195 | 32823 |
Largest Losing Trade | -30196 | -15382 | -30196 | -50772 | -22522 | -50772 |
Avg Bars in Trades | 377 | 413 | 340 | 377 | 413 | 340 |
Avg Bars in Winners | 284 | 332 | 240 | 284 | 332 | 240 |
Avg Bars in Losers | 533 | 542 | 523 | 533 | 542 | 523 |
Bars Traded | 23381 | 12818 | 10563 | 23381 | 12818 | 10563 |
Profit Streak | 40.4215 | 47.484 | 40.4215 | 40.4215 | 47.484 | 40.4215 |
Trades During Streak | 11 | 6 | 5 | 11 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147669 | -68154 | 332262 | -149223 | -75153 | 306619 |
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{ "first_band": { "type": "dema", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 49, "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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