Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 39001.4398 | 42583.4188 | -3581.979 | 10169.039 | 30592.4558 | -20423.4168 |
Total P&L (%) | 39.0014 | 42.5834 | -3.582 | 10.169 | 30.5925 | -20.4234 |
Avg Daily Profit (%) | 0.1498 | 0.1635 | -0.0138 | 0.0372 | 0.1025 | -0.0877 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55510 | -28387 | -53483 | -80529 | -34502 | -76807 |
Profit Factor | 1.1906 | 1.5964 | 0.9731 | 1.0424 | 1.3709 | 0.87 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 18 | 8 | 10 | 18 | 8 | 10 |
Profitability (%) | 78.3133 | 80.4878 | 76.1905 | 78.3133 | 80.4878 | 76.1905 |
Ratio Avg Win / Avg Loss | 0.3297 | 0.387 | 0.3041 | 0.2887 | 0.3323 | 0.2719 |
Largest Winning Trade | 12067 | 11128 | 12067 | 13233 | 8262 | 13233 |
Largest Losing Trade | -33583 | -18970 | -33583 | -42557 | -22183 | -42557 |
Avg Bars in Trades | 295 | 294 | 296 | 295 | 294 | 296 |
Avg Bars in Winners | 171 | 200 | 142 | 171 | 200 | 142 |
Avg Bars in Losers | 740 | 682 | 787 | 740 | 682 | 787 |
Bars Traded | 24495 | 12056 | 12439 | 24495 | 12056 | 12439 |
Profit Streak | 6.0204 | 11.8954 | 6.0204 | 6.0204 | 11.8954 | 6.0204 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4994 | 346964 | -577565 | -476325 | -56195 | -577565 |
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{ "first_band": { "type": "dema", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 147, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 147, "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) |
---|