Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447975.9153 | 344961.7912 | 103014.1242 | -19541953.6111 | 3157676.0301 | -22699629.6412 |
Total P&L (%) | 447.9759 | 344.9618 | 103.0141 | -19541.9536 | 3157.676 | -22699.6296 |
Avg Daily Profit (%) | 0.2338 | 0.18 | 0.0538 | 0 | 0.182 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -306201 | -116420 | -306201 | -61910291 | -40409269 | -42844825 |
Profit Factor | 1.4213 | 1.7859 | 1.165 | 0.9126 | 1.0281 | 0.7961 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 116 | 57 | 59 | 67 | 36 | 31 |
Losing Trades | 54 | 28 | 26 | 103 | 49 | 54 |
Profitability (%) | 68.2353 | 67.0588 | 69.4118 | 39.4118 | 42.3529 | 36.4706 |
Ratio Avg Win / Avg Loss | 0.6616 | 0.8773 | 0.5134 | 1.4029 | 1.3994 | 1.3867 |
Largest Winning Trade | 43299 | 43299 | 33532 | 26774734 | 19717675 | 26774734 |
Largest Losing Trade | -306201 | -52893 | -306201 | -14301082 | -14301082 | -9284716 |
Avg Bars in Trades | 32 | 38 | 27 | 32 | 38 | 27 |
Avg Bars in Winners | 23 | 24 | 21 | 45 | 57 | 31 |
Avg Bars in Losers | 54 | 66 | 40 | 24 | 24 | 24 |
Bars Traded | 5594 | 3284 | 2310 | 5594 | 3284 | 2310 |
Profit Streak | 98.2908 | 98.2908 | 295.6242 | 0 | 0 | 0 |
Trades During Streak | 10 | 5 | 10 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430469 | 419743 | -157578 | -582338 | -184990 | -584421 |
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{ "first_band": { "type": "dema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 64, "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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