Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1312774.7116 | 1176549.0355 | 136225.6761 | 8936729.6016 | 2623310.3323 | 6313419.2693 |
Total P&L (%) | 1312.7747 | 1176.549 | 136.2257 | 8936.7296 | 2623.3103 | 6313.4193 |
Avg Daily Profit (%) | 0.7023 | 0.6294 | 0.0729 | 0.2412 | 0.1769 | 0.2228 |
Buy And Hold Return (%) | 452.1707 | 452.1707 | 452.1707 | 452.1707 | 452.1707 | 452.1707 |
Max Trade Drawdown | -85263 | -98254 | -153302 | -2299850 | -2364059 | -1064028 |
Profit Factor | 2.8621 | 3.9552 | 1.4439 | 1.7241 | 1.3188 | 2.5346 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 43.9024 | 35.4839 | 52.459 | 43.9024 | 35.4839 | 52.459 |
Ratio Avg Win / Avg Loss | 3.6572 | 7.1913 | 1.3086 | 2.203 | 2.3979 | 2.297 |
Largest Winning Trade | 588215 | 588215 | 48366 | 3959337 | 3959337 | 2566237 |
Largest Losing Trade | -56816 | -43268 | -56816 | -1133917 | -1133917 | -701965 |
Avg Bars in Trades | 44 | 49 | 38 | 44 | 49 | 38 |
Avg Bars in Winners | 59 | 73 | 50 | 59 | 73 | 50 |
Avg Bars in Losers | 32 | 36 | 26 | 32 | 36 | 26 |
Bars Traded | 5439 | 3079 | 2360 | 5439 | 3079 | 2360 |
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 | 451892 | -144831 | -421816 | 346064 | -151751 | -148296 |
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{ "first_band": { "type": "dema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 14, "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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