Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2268210.4076 | 2248551.722 | 19658.6855 | 608340.6661 | 1610052.688 | -1001712.0219 |
Total P&L (%) | 2268.2104 | 2248.5517 | 19.6587 | 608.3407 | 1610.0527 | -1001.712 |
Avg Daily Profit (%) | 1.0887 | 1.0793 | 0.0094 | 0.094 | 0.1364 | 0 |
Buy And Hold Return (%) | 536.7193 | 536.7193 | 536.7193 | 536.7193 | 536.7193 | 536.7193 |
Max Trade Drawdown | -134623 | -89923 | -91884 | -2903228 | -1770105 | -1413798 |
Profit Factor | 3.872 | 6.648 | 1.0502 | 1.0673 | 1.3521 | 0.7756 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Profitability (%) | 32.7273 | 34.5455 | 30.9091 | 32.7273 | 34.5455 | 30.9091 |
Ratio Avg Win / Avg Loss | 7.9591 | 12.5962 | 2.3475 | 2.1939 | 2.5618 | 1.7336 |
Largest Winning Trade | 2178637 | 2178637 | 52557 | 3175352 | 3175352 | 525853 |
Largest Losing Trade | -43022 | -31108 | -43022 | -1075867 | -612542 | -1075867 |
Avg Bars in Trades | 221 | 205 | 238 | 221 | 205 | 238 |
Avg Bars in Winners | 485 | 438 | 537 | 485 | 438 | 537 |
Avg Bars in Losers | 93 | 82 | 104 | 93 | 82 | 104 |
Bars Traded | 24407 | 11305 | 13102 | 24407 | 11305 | 13102 |
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 | 429777 | -166460 | -697962 | -343083 | -198504 | -765757 |
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{ "first_band": { "type": "rma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 124, "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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