Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102762.9531 | 32935.8313 | 69827.1218 | 97390.4648 | 13815.2789 | 83575.1859 |
Total P&L (%) | 102.763 | 32.9358 | 69.8271 | 97.3905 | 13.8153 | 83.5752 |
Avg Daily Profit (%) | 0.1973 | 0.0632 | 0.1341 | 0.1306 | 0.0248 | 0.1167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75890 | -43504 | -50571 | -67486 | -42993 | -40357 |
Profit Factor | 1.4131 | 1.2363 | 1.6384 | 1.4074 | 1.0966 | 1.8707 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 72.6316 | 72.9167 | 72.3404 | 72.6316 | 72.9167 | 72.3404 |
Ratio Avg Win / Avg Loss | 0.5325 | 0.4592 | 0.6264 | 0.5303 | 0.4073 | 0.7153 |
Largest Winning Trade | 16717 | 16717 | 11562 | 14391 | 14391 | 13793 |
Largest Losing Trade | -28193 | -28193 | -25066 | -26823 | -26823 | -18953 |
Avg Bars in Trades | 257 | 274 | 240 | 257 | 274 | 240 |
Avg Bars in Winners | 152 | 161 | 143 | 152 | 161 | 143 |
Avg Bars in Losers | 536 | 577 | 494 | 536 | 577 | 494 |
Bars Traded | 24464 | 13163 | 11301 | 24464 | 13163 | 11301 |
Profit Streak | 16.2078 | 28.0203 | 16.2078 | 16.2078 | 28.0203 | 16.2078 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399054 | -109357 | -10749 | -15155 | -318758 | -33448 |
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{ "first_band": { "type": "dema", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 111, "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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