Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103148.2214 | 39730.0074 | 63418.214 | 116527.0849 | 64927.649 | 51599.4359 |
Total P&L (%) | 103.1482 | 39.73 | 63.4182 | 116.5271 | 64.9276 | 51.5994 |
Avg Daily Profit (%) | 0.3961 | 0.1526 | 0.2435 | 0.2971 | 0.1923 | 0.1599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45549 | -57481 | -26079 | -36380 | -44503 | -42058 |
Profit Factor | 1.3607 | 1.2588 | 1.4786 | 1.3232 | 1.3484 | 1.2962 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Losing Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Profitability (%) | 49.7006 | 50.6024 | 48.8095 | 49.7006 | 50.6024 | 48.8095 |
Ratio Avg Win / Avg Loss | 1.3771 | 1.2289 | 1.5508 | 1.3391 | 1.3163 | 1.3594 |
Largest Winning Trade | 23427 | 23427 | 18350 | 27543 | 27543 | 25704 |
Largest Losing Trade | -14215 | -9232 | -14215 | -23184 | -19350 | -23184 |
Avg Bars in Trades | 145 | 163 | 127 | 145 | 163 | 127 |
Avg Bars in Winners | 176 | 164 | 189 | 176 | 164 | 189 |
Avg Bars in Losers | 114 | 162 | 68 | 114 | 162 | 68 |
Bars Traded | 24263 | 13569 | 10694 | 24263 | 13569 | 10694 |
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 | 328119 | 113482 | 275508 | 289414 | 214112 | 141273 |
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{ "first_band": { "type": "dema", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 63, "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) |
---|