Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92453.5022 | 75496.6972 | 16956.805 | 128320.0028 | 110354.5823 | 17965.4205 |
Total P&L (%) | 92.4535 | 75.4967 | 16.9568 | 128.32 | 110.3546 | 17.9654 |
Avg Daily Profit (%) | 1.065 | 0.8697 | 0.1953 | 0.9556 | 0.8603 | 0.1905 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -10443 | -10723 | -5812 | -14274 | -14248 | -10772 |
Profit Factor | 2.5222 | 3.8035 | 1.5016 | 2.5749 | 4.0407 | 1.3976 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 43.4211 | 50 | 36.8421 | 43.4211 | 50 | 36.8421 |
Ratio Avg Win / Avg Loss | 3.2865 | 3.8035 | 2.5741 | 3.3551 | 4.0407 | 2.3958 |
Largest Winning Trade | 32729 | 32729 | 8088 | 49458 | 49458 | 8520 |
Largest Losing Trade | -3503 | -3165 | -3503 | -4890 | -4850 | -4890 |
Avg Bars in Trades | 310 | 302 | 317 | 310 | 302 | 317 |
Avg Bars in Winners | 547 | 515 | 590 | 547 | 515 | 590 |
Avg Bars in Losers | 128 | 89 | 158 | 128 | 89 | 158 |
Bars Traded | 23575 | 11496 | 12078 | 23575 | 11496 | 12078 |
Profit Streak | 5.6292 | 6.3827 | 0 | 5.6292 | 6.3827 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39513 | 675475 | -5682 | -39507 | 681446 | -5686 |
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{ "first_band": { "type": "rma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 105, "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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