Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449409.1939 | 284312.2624 | 165096.9316 | 2104365.7919 | 2149238.6639 | -44872.872 |
Total P&L (%) | 449.4092 | 284.3123 | 165.0969 | 2104.3658 | 2149.2387 | -44.8729 |
Avg Daily Profit (%) | 0.4315 | 0.273 | 0.1585 | 0.2974 | 0.2993 | -0.0572 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68074 | -49060 | -45194 | -2334543 | -969778 | -1562923 |
Profit Factor | 1.6047 | 1.753 | 1.4515 | 1.2395 | 1.5132 | 0.9902 |
Total Trades | 405 | 202 | 203 | 405 | 202 | 203 |
Winning Trades | 146 | 70 | 76 | 146 | 70 | 76 |
Losing Trades | 259 | 132 | 127 | 259 | 132 | 127 |
Profitability (%) | 36.0494 | 34.6535 | 37.4384 | 36.0494 | 34.6535 | 37.4384 |
Ratio Avg Win / Avg Loss | 2.8466 | 3.3057 | 2.4255 | 2.1989 | 2.8534 | 1.6547 |
Largest Winning Trade | 81113 | 81113 | 37509 | 1151257 | 1151257 | 768426 |
Largest Losing Trade | -14136 | -12784 | -14136 | -417957 | -298338 | -417957 |
Avg Bars in Trades | 61 | 63 | 58 | 61 | 63 | 58 |
Avg Bars in Winners | 107 | 112 | 103 | 107 | 112 | 103 |
Avg Bars in Losers | 34 | 38 | 31 | 34 | 38 | 31 |
Bars Traded | 24750 | 12872 | 11878 | 24750 | 12872 | 11878 |
Profit Streak | 0 | 6.4808 | 0 | 0 | 6.4808 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335822 | 244529 | 180336 | 229942 | 237913 | -582378 |
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{ "first_band": { "type": "dema", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 13, "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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