Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56537.2741 | 11810.2904 | 44726.9837 | 48300.5914 | 11777.5607 | 36523.0307 |
Total P&L (%) | 56.5373 | 11.8103 | 44.727 | 48.3006 | 11.7776 | 36.523 |
Avg Daily Profit (%) | 0.2171 | 0.0454 | 0.1717 | 0.1514 | 0.0428 | 0.1196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31948 | -25701 | -29897 | -45534 | -31434 | -42368 |
Profit Factor | 1.403 | 1.1526 | 1.7109 | 1.2923 | 1.1356 | 1.4659 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 76 | 71.0526 | 81.0811 | 76 | 71.0526 | 81.0811 |
Ratio Avg Win / Avg Loss | 0.443 | 0.4696 | 0.3992 | 0.4081 | 0.4627 | 0.3421 |
Largest Winning Trade | 15626 | 7797 | 15626 | 15962 | 8031 | 15962 |
Largest Losing Trade | -28784 | -22784 | -28784 | -37057 | -23991 | -37057 |
Avg Bars in Trades | 310 | 345 | 273 | 310 | 345 | 273 |
Avg Bars in Winners | 179 | 194 | 167 | 179 | 194 | 167 |
Avg Bars in Losers | 722 | 717 | 730 | 722 | 717 | 730 |
Bars Traded | 23256 | 13137 | 10119 | 23256 | 13137 | 10119 |
Profit Streak | 38.3797 | 45.411 | 38.3797 | 38.3797 | 45.411 | 38.3797 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51397 | -293158 | 366578 | -53221 | -316333 | -32274 |
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{ "first_band": { "type": "dema", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 236, "offset": 52 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 236, "offset": 52 } } }
# | 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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