Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1452144.0222 | 1337205.6308 | 114938.3914 | 13017360.4404 | 9848517.027 | 3168843.4134 |
Total P&L (%) | 1452.144 | 1337.2056 | 114.9384 | 13017.3604 | 9848.517 | 3168.8434 |
Avg Daily Profit (%) | 0.7965 | 0.7335 | 0.063 | 0.2678 | 0.2526 | 0.1914 |
Buy And Hold Return (%) | 637.8175 | 637.8175 | 637.8175 | 637.8175 | 637.8175 | 637.8175 |
Max Trade Drawdown | -64034 | -61762 | -50277 | -14467744 | -13147243 | -9980611 |
Profit Factor | 3.4672 | 6.0626 | 1.3543 | 1.2548 | 1.4047 | 1.1185 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 34.7107 | 31.6667 | 37.7049 | 34.7107 | 31.6667 | 37.7049 |
Ratio Avg Win / Avg Loss | 6.5217 | 13.0824 | 2.2375 | 2.3603 | 3.0311 | 1.8479 |
Largest Winning Trade | 780182 | 780182 | 75684 | 10895551 | 10895551 | 4856062 |
Largest Losing Trade | -40672 | -18009 | -40672 | -3646058 | -2896220 | -3646058 |
Avg Bars in Trades | 176 | 166 | 186 | 176 | 166 | 186 |
Avg Bars in Winners | 355 | 346 | 362 | 355 | 346 | 362 |
Avg Bars in Losers | 81 | 82 | 80 | 81 | 82 | 80 |
Bars Traded | 21389 | 9990 | 11399 | 21389 | 9990 | 11399 |
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 | 327562 | -161707 | -439739 | 140820 | -166265 | -249213 |
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{ "first_band": { "type": "sma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 40, "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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