Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1155521.3647 | 1039306.5177 | 116214.847 | 698703.9298 | -160474.048 | 859177.9777 |
Total P&L (%) | 1155.5214 | 1039.3065 | 116.2148 | 698.7039 | -160.474 | 859.178 |
Avg Daily Profit (%) | 0.4903 | 0.441 | 0.0493 | 0.0882 | 0 | 0.096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158686 | -58979 | -153869 | -787584 | -630737 | -519730 |
Profit Factor | 3.2185 | 5.0221 | 1.4428 | 1.3234 | 0.8706 | 1.9337 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 37.0968 | 32.2581 | 41.9355 | 37.0968 | 32.2581 | 41.9355 |
Ratio Avg Win / Avg Loss | 5.4574 | 10.5464 | 1.9977 | 2.244 | 1.8283 | 2.6775 |
Largest Winning Trade | 1017936 | 1017936 | 57160 | 478266 | 276504 | 478266 |
Largest Losing Trade | -47832 | -25281 | -47832 | -271139 | -231072 | -271139 |
Avg Bars in Trades | 108 | 78 | 139 | 108 | 78 | 139 |
Avg Bars in Winners | 236 | 183 | 277 | 236 | 183 | 277 |
Avg Bars in Losers | 33 | 28 | 39 | 33 | 28 | 39 |
Bars Traded | 6746 | 2431 | 4315 | 6746 | 2431 | 4315 |
Profit Streak | 0 | 0 | 130.1668 | 0 | 0 | 130.1668 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147124 | 394890 | -127596 | -237237 | -584939 | -63348 |
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{ "first_band": { "type": "rma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 31, "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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