Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101864.4409 | 80430.3598 | 21434.0811 | 119877.0227 | 93138.0097 | 26739.013 |
Total P&L (%) | 101.8644 | 80.4304 | 21.4341 | 119.877 | 93.138 | 26.739 |
Avg Daily Profit (%) | 1.1734 | 0.9265 | 0.2469 | 0.9117 | 0.7611 | 0.2733 |
Buy And Hold Return (%) | 39.5294 | 39.5294 | 39.5294 | 39.5294 | 39.5294 | 39.5294 |
Max Trade Drawdown | -48053 | -21185 | -30090 | -61511 | -41507 | -42975 |
Profit Factor | 1.6225 | 2.1473 | 1.2291 | 1.4476 | 1.8156 | 1.1741 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 44.4444 | 38.0952 | 50.7937 | 44.4444 | 38.0952 | 50.7937 |
Ratio Avg Win / Avg Loss | 2.0281 | 3.4893 | 1.1907 | 1.8095 | 2.9504 | 1.1374 |
Largest Winning Trade | 38184 | 38184 | 14003 | 46065 | 46065 | 25672 |
Largest Losing Trade | -14561 | -7619 | -14561 | -32502 | -10516 | -32502 |
Avg Bars in Trades | 190 | 195 | 184 | 190 | 195 | 184 |
Avg Bars in Winners | 269 | 305 | 243 | 269 | 305 | 243 |
Avg Bars in Losers | 126 | 127 | 123 | 126 | 127 | 123 |
Bars Traded | 23940 | 12306 | 11634 | 23940 | 12306 | 11634 |
Profit Streak | 5.4262 | 0 | 14.8741 | 5.4262 | 0 | 14.8741 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345342 | -143248 | -305080 | 316666 | -142187 | -333553 |
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{ "first_band": { "type": "dema", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 38, "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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