Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67798.0608 | 28051.1588 | 39746.902 | 90615.3125 | 35576.8856 | 55038.4268 |
Total P&L (%) | 67.7981 | 28.0512 | 39.7469 | 90.6153 | 35.5769 | 55.0384 |
Avg Daily Profit (%) | 1.3018 | 0.5386 | 0.7632 | 1.2464 | 0.5861 | 0.8455 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14610 | -18271 | -6254 | -23759 | -28828 | -10752 |
Profit Factor | 1.9585 | 1.6213 | 2.5537 | 1.7777 | 1.4786 | 2.3049 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 69.4915 | 66.1017 | 72.8814 | 69.4915 | 66.1017 | 72.8814 |
Ratio Avg Win / Avg Loss | 0.8598 | 0.8314 | 0.9502 | 0.7804 | 0.7582 | 0.8576 |
Largest Winning Trade | 6746 | 6746 | 3712 | 10256 | 10256 | 5499 |
Largest Losing Trade | -10689 | -10689 | -4205 | -17144 | -17144 | -5829 |
Avg Bars in Trades | 199 | 203 | 196 | 199 | 203 | 196 |
Avg Bars in Winners | 136 | 125 | 147 | 136 | 125 | 147 |
Avg Bars in Losers | 343 | 356 | 327 | 343 | 356 | 327 |
Bars Traded | 23580 | 12001 | 11579 | 23580 | 12001 | 11579 |
Profit Streak | 0 | 15.7024 | 0 | 0 | 15.7024 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531482 | -168547 | -162934 | 522474 | -168255 | -162368 |
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{ "first_band": { "type": "dema", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 242, "offset": 0 } } }
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# | 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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