Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1857159.3263 | 1626422.0328 | 230737.2935 | 7868902.693 | -8493829.9554 | 16362732.6484 |
Total P&L (%) | 1857.1593 | 1626.422 | 230.7373 | 7868.9027 | -8493.83 | 16362.7326 |
Avg Daily Profit (%) | 0.7846 | 0.6871 | 0.0975 | 0.1851 | 0 | 0.2159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114774 | -87200 | -48828 | -21174724 | -16454137 | -8923023 |
Profit Factor | 3.7509 | 5.3116 | 1.7746 | 1.1386 | 0.7532 | 1.7321 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 43 | 16 | 27 | 43 | 16 | 27 |
Losing Trades | 80 | 46 | 34 | 80 | 46 | 34 |
Profitability (%) | 34.9594 | 25.8065 | 44.2623 | 34.9594 | 25.8065 | 44.2623 |
Ratio Avg Win / Avg Loss | 6.9785 | 15.2709 | 2.2347 | 2.1183 | 2.1655 | 2.1811 |
Largest Winning Trade | 1459655 | 1459655 | 61435 | 10212432 | 8952844 | 10212432 |
Largest Losing Trade | -31324 | -31324 | -22816 | -7333384 | -7333384 | -3975138 |
Avg Bars in Trades | 37 | 31 | 44 | 37 | 31 | 44 |
Avg Bars in Winners | 79 | 77 | 81 | 79 | 77 | 81 |
Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
Bars Traded | 4639 | 1948 | 2691 | 4639 | 1948 | 2691 |
Profit Streak | 0 | 0 | 47.487 | 0 | 0 | 47.487 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518057 | -160493 | -222818 | -64559 | -758718 | -151895 |
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{ "first_band": { "type": "rma", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 13, "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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