Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143382.3968 | -13576.5743 | 156958.9711 | 18384.7865 | -40561.7683 | 58946.5548 |
Total P&L (%) | 143.3824 | -13.5766 | 156.959 | 18.3848 | -40.5618 | 58.9466 |
Avg Daily Profit (%) | 0.1377 | -0.013 | 0.1507 | 0.0162 | -0.0499 | 0.0445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88008 | -116597 | -41139 | -115646 | -110627 | -51338 |
Profit Factor | 1.4105 | 0.9459 | 2.5993 | 1.0655 | 0.7829 | 1.6265 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 80.6452 | 76.087 | 85.1064 | 80.6452 | 76.087 | 85.1064 |
Ratio Avg Win / Avg Loss | 0.3385 | 0.2973 | 0.4549 | 0.2557 | 0.246 | 0.2846 |
Largest Winning Trade | 21345 | 21345 | 20786 | 24266 | 24266 | 20372 |
Largest Losing Trade | -73295 | -73295 | -37215 | -61216 | -61216 | -51338 |
Avg Bars in Trades | 42 | 59 | 26 | 42 | 59 | 26 |
Avg Bars in Winners | 16 | 19 | 14 | 16 | 19 | 14 |
Avg Bars in Losers | 152 | 188 | 95 | 152 | 188 | 95 |
Bars Traded | 3976 | 2740 | 1236 | 3976 | 2740 | 1236 |
Profit Streak | 75.0451 | 96.7951 | 75.0451 | 75.0451 | 96.7951 | 75.0451 |
Trades During Streak | 20 | 11 | 10 | 20 | 11 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3874 | -575674 | 567678 | -323081 | -575674 | -127514 |
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{ "first_band": { "type": "dema", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 167, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 167, "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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