Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94262.7565 | 16746.6775 | 77516.079 | 113919.7099 | 17468.9837 | 96450.7263 |
Total P&L (%) | 94.2628 | 16.7467 | 77.5161 | 113.9197 | 17.469 | 96.4507 |
Avg Daily Profit (%) | 0.362 | 0.0643 | 0.2977 | 0.2924 | 0.0618 | 0.2596 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35071 | -33582 | -24518 | -38260 | -36968 | -34134 |
Profit Factor | 1.4697 | 1.123 | 2.2016 | 1.3988 | 1.0919 | 2.0099 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 70.5882 | 67.6471 | 73.5294 | 70.5882 | 67.6471 | 73.5294 |
Ratio Avg Win / Avg Loss | 0.6124 | 0.5371 | 0.7926 | 0.5828 | 0.5222 | 0.7235 |
Largest Winning Trade | 8627 | 8627 | 6850 | 11706 | 11706 | 11399 |
Largest Losing Trade | -29583 | -29583 | -15098 | -32387 | -32387 | -20563 |
Avg Bars in Trades | 182 | 185 | 178 | 182 | 185 | 178 |
Avg Bars in Winners | 100 | 85 | 115 | 100 | 85 | 115 |
Avg Bars in Losers | 377 | 395 | 354 | 377 | 395 | 354 |
Bars Traded | 24752 | 12618 | 12134 | 24752 | 12618 | 12134 |
Profit Streak | 4.2849 | 11.6808 | 4.2849 | 4.2849 | 11.6808 | 4.2849 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398759 | -309752 | -97149 | 361763 | -346773 | -97845 |
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{ "first_band": { "type": "dema", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 71, "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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