Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803805.8845 | 783283.6792 | 20522.2053 | 631659.176 | 812828.8144 | -181169.6385 |
Total P&L (%) | 803.8059 | 783.2837 | 20.5222 | 631.6592 | 812.8288 | -181.1696 |
Avg Daily Profit (%) | 0.3215 | 0.3133 | 0.0082 | 0.0796 | 0.0885 | 0 |
Buy And Hold Return (%) | 183.1941 | 183.1941 | 183.1941 | 183.1941 | 183.1941 | 183.1941 |
Max Trade Drawdown | -77114 | -52544 | -64748 | -870062 | -599246 | -373257 |
Profit Factor | 2.8711 | 4.7509 | 1.093 | 1.21 | 1.5561 | 0.8828 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 40 | 37.1429 | 42.8571 | 40 | 37.1429 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.3067 | 8.04 | 1.4573 | 1.815 | 2.6333 | 1.1771 |
Largest Winning Trade | 696103 | 696103 | 33906 | 1060675 | 1060675 | 228890 |
Largest Losing Trade | -28438 | -20954 | -28438 | -306956 | -204493 | -306956 |
Avg Bars in Trades | 208 | 184 | 233 | 208 | 184 | 233 |
Avg Bars in Winners | 400 | 387 | 411 | 400 | 387 | 411 |
Avg Bars in Losers | 81 | 63 | 100 | 81 | 63 | 100 |
Bars Traded | 14623 | 6448 | 8175 | 14623 | 6448 | 8175 |
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 | -89986 | 346735 | -468698 | -190948 | -78489 | -581898 |
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{ "first_band": { "type": "rma", "factors": { "length": 161, "offset": 23 } }, "second_band": { "type": "dema", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 161, "offset": 23 } }, "second_band": { "type": "dema", "factors": { "length": 77, "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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