Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68216.5532 | 6251.956 | 61964.5973 | 66576.4304 | 4280.3333 | 62296.0971 |
Total P&L (%) | 68.2166 | 6.252 | 61.9646 | 66.5764 | 4.2803 | 62.2961 |
Avg Daily Profit (%) | 0.2619 | 0.024 | 0.2379 | 0.1961 | 0.0161 | 0.1861 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32807 | -34801 | -25774 | -33496 | -34841 | -32616 |
Profit Factor | 1.3407 | 1.0489 | 1.8553 | 1.2776 | 1.0287 | 1.6862 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 68.75 | 64.0625 | 73.4375 | 68.75 | 64.0625 | 73.4375 |
Ratio Avg Win / Avg Loss | 0.6094 | 0.5884 | 0.6711 | 0.5807 | 0.5771 | 0.6099 |
Largest Winning Trade | 8981 | 8981 | 7008 | 10067 | 9663 | 10067 |
Largest Losing Trade | -29696 | -29696 | -16296 | -29696 | -29696 | -20158 |
Avg Bars in Trades | 190 | 192 | 188 | 190 | 192 | 188 |
Avg Bars in Winners | 111 | 96 | 125 | 111 | 96 | 125 |
Avg Bars in Losers | 363 | 362 | 363 | 363 | 362 | 363 |
Bars Traded | 24381 | 12292 | 12089 | 24381 | 12292 | 12089 |
Profit Streak | 12.42 | 30.8679 | 12.42 | 12.42 | 30.8679 | 12.42 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329617 | -632154 | -128767 | 291538 | -664944 | -129515 |
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{ "first_band": { "type": "dema", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 72, "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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