Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399140.2059 | 492008.5531 | -92868.3472 | -60334.4519 | 162628.7797 | -222963.2316 |
Total P&L (%) | 399.1402 | 492.0086 | -92.8683 | -60.3345 | 162.6288 | -222.9632 |
Avg Daily Profit (%) | 0.2162 | 0.2665 | -0.0503 | -0.0501 | 0.0523 | 0 |
Buy And Hold Return (%) | 153.3277 | 153.3277 | 153.3277 | 153.3277 | 153.3277 | 153.3277 |
Max Trade Drawdown | -121479 | -83553 | -197600 | -214350 | -96142 | -266543 |
Profit Factor | 1.5045 | 2.496 | 0.7991 | 0.9053 | 1.6858 | 0.4425 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 47.3684 | 47.3684 | 47.3684 | 47.3684 | 47.3684 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.6717 | 2.7733 | 0.8879 | 1.0059 | 1.8731 | 0.4917 |
Largest Winning Trade | 252268 | 252268 | 77113 | 157783 | 157783 | 32322 |
Largest Losing Trade | -60859 | -33452 | -60859 | -97253 | -29756 | -97253 |
Avg Bars in Trades | 139 | 154 | 124 | 139 | 154 | 124 |
Avg Bars in Winners | 193 | 202 | 185 | 193 | 202 | 185 |
Avg Bars in Losers | 90 | 111 | 69 | 90 | 111 | 69 |
Bars Traded | 10602 | 5871 | 4731 | 10602 | 5871 | 4731 |
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 | -48060 | 324382 | -581788 | -633912 | -267786 | -581788 |
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{ "first_band": { "type": "dema", "factors": { "length": 232, "offset": 48 } }, "second_band": { "type": "swma", "factors": { "length": 96, "offset": 0 } } }
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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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