Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655978.6014 | 496557.5908 | 159421.0106 | 1023591.239 | 2692087.9728 | -1668496.7338 |
Total P&L (%) | 655.9786 | 496.5576 | 159.421 | 1023.5912 | 2692.088 | -1668.4967 |
Avg Daily Profit (%) | 0.345 | 0.2612 | 0.0838 | 0.1273 | 0.1753 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159166 | -192756 | -103160 | -3478405 | -2314634 | -3296358 |
Profit Factor | 1.9904 | 2.2951 | 1.5715 | 1.122 | 1.7134 | 0.6386 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 37.0787 | 40 | 34.0909 | 37.0787 | 40 | 34.0909 |
Ratio Avg Win / Avg Loss | 3.3776 | 3.4427 | 3.0383 | 1.904 | 2.5701 | 1.2346 |
Largest Winning Trade | 222811 | 222811 | 57912 | 1988067 | 1988067 | 654790 |
Largest Losing Trade | -36519 | -33963 | -36519 | -1308250 | -489667 | -1308250 |
Avg Bars in Trades | 124 | 140 | 107 | 124 | 140 | 107 |
Avg Bars in Winners | 222 | 215 | 230 | 222 | 215 | 230 |
Avg Bars in Losers | 66 | 91 | 44 | 66 | 91 | 44 |
Bars Traded | 11072 | 6342 | 4730 | 11072 | 6342 | 4730 |
Profit Streak | 0 | 0 | 666.8045 | 0 | 0 | 666.8045 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 297771 | 312864 | -83326 | -112644 | 261019 | -584282 |
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{ "first_band": { "type": "dema", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 21, "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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