Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860011.7332 | 774236.4698 | 85775.2634 | 8477549.2433 | 13542085.8955 | -5064536.6522 |
Total P&L (%) | 860.0117 | 774.2365 | 85.7753 | 8477.5492 | 13542.0859 | -5064.5367 |
Avg Daily Profit (%) | 0.4129 | 0.3717 | 0.0412 | 0.214 | 0.2363 | 0 |
Buy And Hold Return (%) | 1153.8689 | 1153.8689 | 1153.8689 | 1153.8689 | 1153.8689 | 1153.8689 |
Max Trade Drawdown | -104059 | -88339 | -89554 | -6450322 | -3964846 | -8508220 |
Profit Factor | 2.1002 | 2.767 | 1.2497 | 1.2203 | 1.6844 | 0.7291 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 84 | 37 | 47 | 84 | 37 | 47 |
Losing Trades | 109 | 60 | 49 | 109 | 60 | 49 |
Profitability (%) | 43.5233 | 38.1443 | 48.9583 | 43.5233 | 38.1443 | 48.9583 |
Ratio Avg Win / Avg Loss | 2.7253 | 4.487 | 1.3029 | 1.5835 | 2.7315 | 0.7601 |
Largest Winning Trade | 167525 | 167525 | 59153 | 7177372 | 7177372 | 2113526 |
Largest Losing Trade | -34718 | -30257 | -34718 | -3979307 | -2538199 | -3979307 |
Avg Bars in Trades | 128 | 134 | 122 | 128 | 134 | 122 |
Avg Bars in Winners | 192 | 211 | 178 | 192 | 211 | 178 |
Avg Bars in Losers | 78 | 86 | 68 | 78 | 86 | 68 |
Bars Traded | 24739 | 13002 | 11737 | 24739 | 13002 | 11737 |
Profit Streak | 41.8621 | 41.8621 | 45.3621 | 41.8621 | 41.8621 | 45.3621 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152447 | -155347 | -304042 | 300392 | 258616 | -580924 |
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{ "first_band": { "type": "dema", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 48, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "wma", "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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