Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2499136.3549 | 2423342.8757 | 75793.4792 | 4879634.8865 | 4924804.77 | -45169.8835 |
Total P&L (%) | 2499.1364 | 2423.3429 | 75.7935 | 4879.6349 | 4924.8048 | -45.1699 |
Avg Daily Profit (%) | 1.128 | 1.0938 | 0.0342 | 0.1765 | 0.177 | -0.0271 |
Buy And Hold Return (%) | 794.5708 | 794.5708 | 794.5708 | 794.5708 | 794.5708 | 794.5708 |
Max Trade Drawdown | -139682 | -87515 | -115131 | -12315238 | -6210058 | -10318071 |
Profit Factor | 4.0928 | 7.2338 | 1.1808 | 1.1014 | 1.2261 | 0.9983 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 36.0902 | 32.8358 | 39.3939 | 36.0902 | 32.8358 | 39.3939 |
Ratio Avg Win / Avg Loss | 7.2476 | 14.7965 | 1.8165 | 1.9504 | 2.5079 | 1.5358 |
Largest Winning Trade | 2115472 | 2115472 | 46968 | 10540945 | 10540945 | 3180017 |
Largest Losing Trade | -38811 | -32327 | -38811 | -2805374 | -1907255 | -2805374 |
Avg Bars in Trades | 65 | 61 | 69 | 65 | 61 | 69 |
Avg Bars in Winners | 116 | 118 | 115 | 116 | 118 | 115 |
Avg Bars in Losers | 36 | 33 | 39 | 36 | 33 | 39 |
Bars Traded | 8701 | 4127 | 4574 | 8701 | 4127 | 4574 |
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 | 451489 | -104750 | -462138 | -105654 | -115583 | -706582 |
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{ "first_band": { "type": "pwma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "dema", "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) |
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