Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941978.1381 | 643107.7669 | 298870.3712 | 23646653.1228 | 13517914.1681 | 10128738.9547 |
Total P&L (%) | 941.9781 | 643.1078 | 298.8704 | 23646.6531 | 13517.9142 | 10128.739 |
Avg Daily Profit (%) | 0.4112 | 0.2807 | 0.1305 | 0.239 | 0.2147 | 0.2022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81575 | -92905 | -87336 | -2004090 | -1564214 | -1491470 |
Profit Factor | 2.9339 | 3.7697 | 2.1725 | 3.5442 | 3.5063 | 3.5966 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 52.6316 | 52.6316 | 52.6316 | 52.6316 | 52.6316 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.6405 | 3.3928 | 1.9552 | 3.1898 | 3.1557 | 3.237 |
Largest Winning Trade | 244798 | 244798 | 60394 | 6785126 | 6785126 | 3516046 |
Largest Losing Trade | -36529 | -36529 | -29659 | -1564214 | -1564214 | -1276864 |
Avg Bars in Trades | 117 | 97 | 137 | 117 | 97 | 137 |
Avg Bars in Winners | 162 | 128 | 195 | 162 | 128 | 195 |
Avg Bars in Losers | 67 | 62 | 72 | 67 | 62 | 72 |
Bars Traded | 13366 | 5544 | 7822 | 13366 | 5544 | 7822 |
Profit Streak | 0 | 0 | 45.679 | 0 | 0 | 45.679 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 579202 | -164093 | -193892 | 566741 | -164851 | -164335 |
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{ "first_band": { "type": "pwma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 218, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 218, "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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