Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740845.9496 | 602470.6265 | 138375.323 | 1654988.5477 | 634422.2379 | 1020566.3098 |
Total P&L (%) | 740.846 | 602.4706 | 138.3753 | 1654.9885 | 634.4222 | 1020.5663 |
Avg Daily Profit (%) | 0.3953 | 0.3214 | 0.0738 | 0.153 | 0.1064 | 0.129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99005 | -61212 | -56977 | -1117739 | -532058 | -585681 |
Profit Factor | 2.834 | 3.6175 | 1.7962 | 1.491 | 1.3282 | 1.7101 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 54.321 | 51.2195 | 57.5 | 54.321 | 51.2195 | 57.5 |
Ratio Avg Win / Avg Loss | 2.3831 | 3.4453 | 1.3276 | 1.2538 | 1.2649 | 1.264 |
Largest Winning Trade | 515545 | 515545 | 51123 | 511167 | 511167 | 424190 |
Largest Losing Trade | -48665 | -48665 | -27715 | -315723 | -315723 | -315013 |
Avg Bars in Trades | 67 | 53 | 80 | 67 | 53 | 80 |
Avg Bars in Winners | 94 | 77 | 110 | 94 | 77 | 110 |
Avg Bars in Losers | 34 | 29 | 40 | 34 | 29 | 40 |
Bars Traded | 5443 | 2211 | 3232 | 5443 | 2211 | 3232 |
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 | -601 | 577822 | -91074 | -6830 | -50023 | -17252 |
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{ "first_band": { "type": "pwma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 149, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 149, "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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