Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70724.2229 | 23318.1274 | 47406.0955 | 70900.4584 | 28334.9884 | 42565.47 |
Total P&L (%) | 70.7242 | 23.3181 | 47.4061 | 70.9005 | 28.335 | 42.5655 |
Avg Daily Profit (%) | 0.2716 | 0.0895 | 0.182 | 0.206 | 0.0958 | 0.1363 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37446 | -21532 | -32507 | -57221 | -31486 | -54460 |
Profit Factor | 1.6 | 1.4389 | 1.7322 | 1.4259 | 1.403 | 1.4427 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 69.4915 | 66.6667 | 72.4138 | 69.4915 | 66.6667 | 72.4138 |
Ratio Avg Win / Avg Loss | 0.7024 | 0.7195 | 0.6599 | 0.626 | 0.7015 | 0.5496 |
Largest Winning Trade | 19479 | 10416 | 19479 | 25532 | 14632 | 25532 |
Largest Losing Trade | -32507 | -15742 | -32507 | -54460 | -20571 | -54460 |
Avg Bars in Trades | 407 | 431 | 382 | 407 | 431 | 382 |
Avg Bars in Winners | 264 | 277 | 252 | 264 | 277 | 252 |
Avg Bars in Losers | 732 | 739 | 724 | 732 | 739 | 724 |
Bars Traded | 24049 | 12954 | 11095 | 24049 | 12954 | 11095 |
Profit Streak | 34.003 | 41.0967 | 34.003 | 34.003 | 41.0967 | 34.003 |
Trades During Streak | 11 | 6 | 5 | 11 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168171 | -76544 | 338369 | -169795 | -66942 | -10829 |
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{ "first_band": { "type": "dema", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 48, "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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