Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1849476.9785 | 1816697.1516 | 32779.8269 | 2103297.4728 | 2503161.8992 | -399864.4264 |
Total P&L (%) | 1849.477 | 1816.6972 | 32.7798 | 2103.2975 | 2503.1619 | -399.8644 |
Avg Daily Profit (%) | 0.8881 | 0.8724 | 0.0157 | 0.1486 | 0.1566 | 0 |
Buy And Hold Return (%) | 591.4894 | 591.4894 | 591.4894 | 591.4894 | 591.4894 | 591.4894 |
Max Trade Drawdown | -103685 | -132537 | -86800 | -3048963 | -2398662 | -2130284 |
Profit Factor | 3.6523 | 6.1323 | 1.0955 | 1.1456 | 1.331 | 0.9419 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 31.5789 | 28.0702 | 35.0877 | 31.5789 | 28.0702 | 35.0877 |
Ratio Avg Win / Avg Loss | 7.9132 | 15.714 | 2.0266 | 2.4822 | 3.4106 | 1.7425 |
Largest Winning Trade | 1512737 | 1512737 | 65477 | 3028994 | 3028994 | 1721956 |
Largest Losing Trade | -23075 | -19658 | -23075 | -831951 | -703559 | -831951 |
Avg Bars in Trades | 217 | 199 | 235 | 217 | 199 | 235 |
Avg Bars in Winners | 498 | 497 | 499 | 498 | 497 | 499 |
Avg Bars in Losers | 87 | 82 | 93 | 87 | 82 | 93 |
Bars Traded | 24784 | 11353 | 13431 | 24784 | 11353 | 13431 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366830 | -177907 | -638125 | -62928 | -189581 | -764132 |
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{ "first_band": { "type": "rma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 92, "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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