Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78250.8397 | 5590.2648 | 72660.5749 | 93394.1907 | 11719.2221 | 81674.9686 |
Total P&L (%) | 78.2508 | 5.5903 | 72.6606 | 93.3942 | 11.7192 | 81.675 |
Avg Daily Profit (%) | 0.3005 | 0.0215 | 0.279 | 0.2536 | 0.0426 | 0.2295 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25528 | -26699 | -13968 | -26306 | -29787 | -21097 |
Profit Factor | 1.6299 | 1.0701 | 2.6338 | 1.6084 | 1.1204 | 2.4542 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 21 | 14 | 7 | 21 | 14 | 7 |
Profitability (%) | 71.2329 | 62.1622 | 80.5556 | 71.2329 | 62.1622 | 80.5556 |
Ratio Avg Win / Avg Loss | 0.6582 | 0.6514 | 0.6357 | 0.6496 | 0.682 | 0.5924 |
Largest Winning Trade | 9671 | 9671 | 9370 | 12329 | 12329 | 11264 |
Largest Losing Trade | -23527 | -23527 | -13968 | -24699 | -24699 | -21097 |
Avg Bars in Trades | 330 | 368 | 291 | 330 | 368 | 291 |
Avg Bars in Winners | 191 | 226 | 164 | 191 | 226 | 164 |
Avg Bars in Losers | 673 | 601 | 817 | 673 | 601 | 817 |
Bars Traded | 24133 | 13639 | 10494 | 24133 | 13639 | 10494 |
Profit Streak | 6.8799 | 6.8799 | 21.4008 | 6.8799 | 6.8799 | 21.4008 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64698 | -474177 | 508974 | -65140 | -337228 | 481270 |
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{ "first_band": { "type": "dema", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 127, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 127, "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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