Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1680157.3564 | 1502326.6648 | 177830.6915 | 10849605.4659 | 6810598.0303 | 4039007.4356 |
Total P&L (%) | 1680.1574 | 1502.3267 | 177.8307 | 10849.6055 | 6810.598 | 4039.0074 |
Avg Daily Profit (%) | 0.8065 | 0.7212 | 0.0854 | 0.2257 | 0.2035 | 0.1789 |
Buy And Hold Return (%) | 85.049 | 85.049 | 85.049 | 85.049 | 85.049 | 85.049 |
Max Trade Drawdown | -126557 | -91852 | -64542 | -38559497 | -28503212 | -21373148 |
Profit Factor | 4.2898 | 6.3135 | 1.78 | 1.0922 | 1.1061 | 1.0755 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 36.8421 | 31.0345 | 42.8571 | 36.8421 | 31.0345 | 42.8571 |
Ratio Avg Win / Avg Loss | 7.3539 | 14.03 | 2.3734 | 1.8723 | 2.4579 | 1.434 |
Largest Winning Trade | 944809 | 944809 | 67260 | 17067981 | 17067981 | 13901608 |
Largest Losing Trade | -29875 | -29875 | -28309 | -10526322 | -10526322 | -7442256 |
Avg Bars in Trades | 431 | 364 | 500 | 431 | 364 | 500 |
Avg Bars in Winners | 851 | 817 | 878 | 851 | 817 | 878 |
Avg Bars in Losers | 186 | 161 | 218 | 186 | 161 | 218 |
Bars Traded | 24610 | 10583 | 14027 | 24610 | 10583 | 14027 |
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 | -164448 | 489238 | -105726 | -294646 | -102120 | -153413 |
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{ "first_band": { "type": "rma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 208, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 208, "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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