Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63096.5057 | 39724.6842 | 23371.8214 | 80117.36 | 46191.2492 | 33926.1108 |
Total P&L (%) | 63.0965 | 39.7247 | 23.3718 | 80.1174 | 46.1912 | 33.9261 |
Avg Daily Profit (%) | 0.7268 | 0.4576 | 0.2692 | 0.6801 | 0.4384 | 0.3371 |
Buy And Hold Return (%) | 10.6027 | 10.6027 | 10.6027 | 10.6027 | 10.6027 | 10.6027 |
Max Trade Drawdown | -8540 | -6134 | -7075 | -10580 | -9685 | -11183 |
Profit Factor | 2.1101 | 2.6459 | 1.7147 | 1.9838 | 2.3439 | 1.7208 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 44 | 44.7368 | 43.2432 | 44 | 44.7368 | 43.2432 |
Ratio Avg Win / Avg Loss | 2.6856 | 3.2685 | 2.2505 | 2.5248 | 2.8954 | 2.2586 |
Largest Winning Trade | 12373 | 12373 | 7549 | 13165 | 13165 | 11442 |
Largest Losing Trade | -3770 | -3770 | -3492 | -5484 | -5371 | -5484 |
Avg Bars in Trades | 324 | 328 | 321 | 324 | 328 | 321 |
Avg Bars in Winners | 539 | 550 | 527 | 539 | 550 | 527 |
Avg Bars in Losers | 156 | 148 | 164 | 156 | 148 | 164 |
Bars Traded | 24357 | 12467 | 11890 | 24357 | 12467 | 11890 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49842 | 313903 | 59205 | -50063 | 296528 | 163860 |
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{ "first_band": { "type": "rma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 148, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 148, "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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