Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485029.5556 | 529465.2466 | -44435.691 | 499133.386 | 235676.4755 | 263456.9105 |
Total P&L (%) | 485.0296 | 529.4652 | -44.4357 | 499.1334 | 235.6765 | 263.4569 |
Avg Daily Profit (%) | 0.2036 | 0.2222 | -0.0187 | 0.0752 | 0.0508 | 0.0542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -313487 | -84182 | -405090 | -362521 | -345416 | -516347 |
Profit Factor | 1.55 | 2.8624 | 0.9256 | 1.2269 | 1.2059 | 1.2496 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 44 | 22 | 22 | 44 | 21 | 23 |
Losing Trades | 31 | 16 | 15 | 31 | 17 | 14 |
Profitability (%) | 58.6667 | 57.8947 | 59.4595 | 58.6667 | 55.2632 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.0921 | 2.0817 | 0.6311 | 0.8644 | 0.9762 | 0.7606 |
Largest Winning Trade | 162599 | 162599 | 67654 | 265657 | 265657 | 161818 |
Largest Losing Trade | -208946 | -55959 | -208946 | -250289 | -228395 | -250289 |
Avg Bars in Trades | 123 | 157 | 88 | 123 | 157 | 88 |
Avg Bars in Winners | 105 | 111 | 100 | 106 | 113 | 100 |
Avg Bars in Losers | 148 | 220 | 72 | 147 | 211 | 70 |
Bars Traded | 9268 | 5979 | 3289 | 9268 | 5979 | 3289 |
Profit Streak | 0 | 0 | 315.9719 | 0 | 0 | 315.9719 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50612 | 530232 | -578138 | -154481 | -126480 | -119467 |
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{ "first_band": { "type": "dema", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 134, "offset": 0, "poles": 2 } } }
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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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