Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1520526.5611 | 1513782.6667 | 6743.8944 | 221569.478 | 163023.4661 | 58546.0119 |
Total P&L (%) | 1520.5266 | 1513.7827 | 6.7439 | 221.5695 | 163.0235 | 58.546 |
Avg Daily Profit (%) | 0.8516 | 0.8478 | 0.0038 | 0.0654 | 0.0542 | 0.0258 |
Buy And Hold Return (%) | 16.2682 | 16.2682 | 16.2682 | 16.2682 | 16.2682 | 16.2682 |
Max Trade Drawdown | -172729 | -178915 | -95738 | -744975 | -769859 | -459790 |
Profit Factor | 3.1553 | 5.3636 | 1.0188 | 1.0838 | 1.1117 | 1.0494 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 30.1887 | 28.3019 | 32.0755 | 30.1887 | 28.3019 | 32.0755 |
Ratio Avg Win / Avg Loss | 7.2965 | 13.5877 | 2.1575 | 2.5063 | 2.8163 | 2.2223 |
Largest Winning Trade | 1459283 | 1459283 | 59921 | 784855 | 784855 | 283480 |
Largest Losing Trade | -56861 | -36518 | -56861 | -216871 | -206137 | -216871 |
Avg Bars in Trades | 31 | 34 | 28 | 31 | 34 | 28 |
Avg Bars in Winners | 71 | 74 | 70 | 71 | 74 | 70 |
Avg Bars in Losers | 14 | 19 | 8 | 14 | 19 | 8 |
Bars Traded | 3343 | 1851 | 1492 | 3343 | 1851 | 1492 |
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 | 425446 | -174326 | -739302 | -240219 | -412718 | -513047 |
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{ "first_band": { "type": "dema", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 210, "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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