Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89929.0108 | 72908.3273 | 17020.6835 | 66375.8771 | 69001.8588 | -2625.9817 |
Total P&L (%) | 89.929 | 72.9083 | 17.0207 | 66.3759 | 69.0019 | -2.626 |
Avg Daily Profit (%) | 0.1727 | 0.14 | 0.0327 | 0.0978 | 0.1008 | -0.0051 |
Buy And Hold Return (%) | 27.854 | 27.854 | 27.854 | 27.854 | 27.854 | 27.854 |
Max Trade Drawdown | -48865 | -29154 | -51477 | -67429 | -55298 | -71283 |
Profit Factor | 1.4456 | 1.9358 | 1.1374 | 1.2202 | 1.5982 | 0.9859 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 77.7778 | 77.551 | 78 | 77.7778 | 77.551 | 78 |
Ratio Avg Win / Avg Loss | 0.413 | 0.5604 | 0.3208 | 0.3486 | 0.4626 | 0.2781 |
Largest Winning Trade | 18918 | 18918 | 12252 | 24102 | 24102 | 13905 |
Largest Losing Trade | -48865 | -21310 | -48865 | -67429 | -41885 | -67429 |
Avg Bars in Trades | 248 | 251 | 245 | 248 | 251 | 245 |
Avg Bars in Winners | 143 | 164 | 123 | 143 | 164 | 123 |
Avg Bars in Losers | 613 | 549 | 678 | 613 | 549 | 678 |
Bars Traded | 24561 | 12300 | 12261 | 24561 | 12300 | 12261 |
Profit Streak | 40.8423 | 107.509 | 40.8423 | 40.8423 | 107.509 | 40.8423 |
Trades During Streak | 8 | 8 | 4 | 8 | 8 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323478 | -4070 | -561590 | -63624 | -57231 | -756266 |
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{ "first_band": { "type": "dema", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 179, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 179, "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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