Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96406.9427 | 63321.1659 | 33085.7768 | 101453.9815 | 73565.7882 | 27888.1933 |
Total P&L (%) | 96.4069 | 63.3212 | 33.0858 | 101.454 | 73.5658 | 27.8882 |
Avg Daily Profit (%) | 0.3702 | 0.2432 | 0.127 | 0.2693 | 0.212 | 0.0945 |
Buy And Hold Return (%) | 11.6253 | 11.6253 | 11.6253 | 11.6253 | 11.6253 | 11.6253 |
Max Trade Drawdown | -54743 | -47708 | -31904 | -65319 | -60280 | -37218 |
Profit Factor | 1.4086 | 1.5712 | 1.2645 | 1.3522 | 1.5424 | 1.1829 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 61.8644 | 61.0169 | 62.7119 | 61.8644 | 61.0169 | 62.7119 |
Ratio Avg Win / Avg Loss | 0.8683 | 1.0038 | 0.7519 | 0.8335 | 0.9854 | 0.7034 |
Largest Winning Trade | 18793 | 11986 | 18793 | 17708 | 17708 | 14965 |
Largest Losing Trade | -26366 | -15939 | -26366 | -33419 | -19068 | -33419 |
Avg Bars in Trades | 208 | 215 | 201 | 208 | 215 | 201 |
Avg Bars in Winners | 159 | 164 | 154 | 159 | 164 | 154 |
Avg Bars in Losers | 287 | 294 | 281 | 287 | 294 | 281 |
Bars Traded | 24610 | 12701 | 11909 | 24610 | 12701 | 11909 |
Profit Streak | 18.7308 | 18.8349 | 18.7308 | 18.7308 | 18.8349 | 18.7308 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369028 | -166430 | -203411 | 325565 | -167952 | -266944 |
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{ "first_band": { "type": "dema", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 59, "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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