Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607354.5829 | 560260.593 | 47093.9899 | 327698.2885 | 306268.1404 | 21430.1481 |
Total P&L (%) | 607.3546 | 560.2606 | 47.094 | 327.6983 | 306.2681 | 21.4301 |
Avg Daily Profit (%) | 0.3289 | 0.3034 | 0.0255 | 0.0787 | 0.0759 | 0.0105 |
Buy And Hold Return (%) | 90.1622 | 90.1622 | 90.1622 | 90.1622 | 90.1622 | 90.1622 |
Max Trade Drawdown | -100639 | -74705 | -123845 | -168968 | -112024 | -169022 |
Profit Factor | 1.8518 | 3.0409 | 1.1074 | 1.3316 | 1.7544 | 1.0368 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 62.3188 | 60.8696 | 63.7681 | 62.3188 | 60.8696 | 63.7681 |
Ratio Avg Win / Avg Loss | 1.1197 | 1.9549 | 0.6292 | 0.8052 | 1.1278 | 0.5891 |
Largest Winning Trade | 380930 | 380930 | 57284 | 166336 | 128209 | 166336 |
Largest Losing Trade | -66412 | -39165 | -66412 | -132841 | -68475 | -132841 |
Avg Bars in Trades | 39 | 36 | 42 | 39 | 36 | 42 |
Avg Bars in Winners | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Losers | 42 | 37 | 47 | 42 | 37 | 47 |
Bars Traded | 5441 | 2539 | 2903 | 5441 | 2539 | 2903 |
Profit Streak | 0 | 0 | 54.3089 | 0 | 0 | 54.3089 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479847 | -86064 | -527964 | -89811 | -192366 | -625603 |
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{ "first_band": { "type": "rma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 42, "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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