Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191114.6895 | 53416.6145 | 137698.075 | 181586.1352 | -49304.2694 | 230890.4046 |
Total P&L (%) | 191.1147 | 53.4166 | 137.6981 | 181.5861 | -49.3043 | 230.8904 |
Avg Daily Profit (%) | 0.1706 | 0.0477 | 0.1229 | 0.0925 | -0.0606 | 0.1069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44975 | -85850 | -33549 | -124881 | -159681 | -108871 |
Profit Factor | 1.5353 | 1.2295 | 2.1083 | 1.2493 | 0.8925 | 1.8564 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 49 | 18 | 31 | 49 | 18 | 31 |
Losing Trades | 48 | 31 | 17 | 48 | 31 | 17 |
Profitability (%) | 50.5155 | 36.7347 | 64.5833 | 50.5155 | 36.7347 | 64.5833 |
Ratio Avg Win / Avg Loss | 1.504 | 2.1175 | 1.1561 | 1.2238 | 1.5371 | 1.018 |
Largest Winning Trade | 89344 | 89344 | 30323 | 72874 | 72874 | 63653 |
Largest Losing Trade | -22737 | -22139 | -22737 | -70537 | -44003 | -70537 |
Avg Bars in Trades | 33 | 37 | 30 | 33 | 37 | 30 |
Avg Bars in Winners | 38 | 46 | 34 | 38 | 46 | 34 |
Avg Bars in Losers | 28 | 31 | 22 | 28 | 31 | 22 |
Bars Traded | 3257 | 1814 | 1443 | 3257 | 1814 | 1443 |
Profit Streak | 0 | 0 | 25.7794 | 0 | 0 | 25.7794 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371806 | -134638 | -23509 | -69440 | -583062 | -45384 |
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{ "first_band": { "type": "dema", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 48, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 48, "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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