Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2627305.6445 | 2589074.1026 | 38231.5419 | 878940.7069 | 2394554.8032 | -1515614.0963 |
Total P&L (%) | 2627.3056 | 2589.0741 | 38.2315 | 878.9407 | 2394.5548 | -1515.6141 |
Avg Daily Profit (%) | 1.2615 | 1.2432 | 0.0184 | 0.1096 | 0.1546 | 0 |
Buy And Hold Return (%) | 351.6802 | 351.6802 | 351.6802 | 351.6802 | 351.6802 | 351.6802 |
Max Trade Drawdown | -159914 | -85802 | -127416 | -6109069 | -4375927 | -3181890 |
Profit Factor | 3.9514 | 6.9075 | 1.0846 | 1.0386 | 1.1982 | 0.8578 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Profitability (%) | 45.4023 | 43.6782 | 47.1264 | 45.4023 | 43.6782 | 47.1264 |
Ratio Avg Win / Avg Loss | 4.7517 | 8.907 | 1.2169 | 1.249 | 1.545 | 0.9625 |
Largest Winning Trade | 2512696 | 2512696 | 48714 | 6534548 | 6534548 | 992440 |
Largest Losing Trade | -32405 | -32405 | -29834 | -1668163 | -1668163 | -1536119 |
Avg Bars in Trades | 140 | 141 | 139 | 140 | 141 | 139 |
Avg Bars in Winners | 204 | 202 | 206 | 204 | 202 | 206 |
Avg Bars in Losers | 86 | 93 | 79 | 86 | 93 | 79 |
Bars Traded | 24413 | 12279 | 12133 | 24413 | 12279 | 12133 |
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 | 709772 | 694760 | -463017 | -228718 | 118947 | -582217 |
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{ "first_band": { "type": "dema", "factors": { "length": 34, "offset": 196 } }, "second_band": { "type": "ssf", "factors": { "length": 138, "offset": 0, "poles": 3 } } }
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# | 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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