Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1504810.171 | 1634282.5453 | -129472.3743 | -60141.5246 | 1543456.8396 | -1603598.3642 |
Total P&L (%) | 1504.8102 | 1634.2825 | -129.4724 | -60.1415 | 1543.4568 | -1603.5984 |
Avg Daily Profit (%) | 0.6656 | 0.7228 | -0.0573 | -0.0407 | 0.1239 | 0 |
Buy And Hold Return (%) | 511.336 | 511.336 | 511.336 | 511.336 | 511.336 | 511.336 |
Max Trade Drawdown | -250782 | -162461 | -181367 | -3483835 | -1994671 | -1639790 |
Profit Factor | 2.8267 | 4.7605 | 0.6673 | 0.9872 | 1.6152 | 0.2681 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 35.7143 | 33.3333 | 38.0952 | 35.7143 | 33.3333 | 38.0952 |
Ratio Avg Win / Avg Loss | 5.088 | 9.521 | 1.0844 | 1.777 | 3.2305 | 0.4357 |
Largest Winning Trade | 1428329 | 1428329 | 47116 | 3293134 | 3293134 | 219784 |
Largest Losing Trade | -66441 | -41777 | -66441 | -1212048 | -1212048 | -898750 |
Avg Bars in Trades | 50 | 44 | 55 | 50 | 44 | 55 |
Avg Bars in Winners | 76 | 83 | 70 | 76 | 83 | 70 |
Avg Bars in Losers | 35 | 25 | 45 | 35 | 25 | 45 |
Bars Traded | 4205 | 1889 | 2316 | 4205 | 1889 | 2316 |
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 | 321101 | 387020 | -583697 | -583331 | -33679 | -585364 |
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{ "first_band": { "type": "pwma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 144, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 144, "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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