Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1606747.7265 | 1447033.3604 | 159714.366 | 2219752.4507 | 3984229.9619 | -1764477.5112 |
Total P&L (%) | 1606.7477 | 1447.0334 | 159.7144 | 2219.7525 | 3984.23 | -1764.4775 |
Avg Daily Profit (%) | 0.6762 | 0.609 | 0.0672 | 0.1324 | 0.1563 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126409 | -118485 | -86993 | -5940537 | -4242513 | -4772000 |
Profit Factor | 2.9048 | 4.2827 | 1.3966 | 1.1004 | 1.3468 | 0.8339 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 35.7143 | 28.5714 | 42.8571 | 35.7143 | 28.5714 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.2286 | 10.7067 | 1.8621 | 1.9807 | 3.367 | 1.1118 |
Largest Winning Trade | 1073265 | 1073265 | 63923 | 4842464 | 4842464 | 1252136 |
Largest Losing Trade | -37479 | -34916 | -37479 | -2413751 | -1117509 | -2413751 |
Avg Bars in Trades | 41 | 33 | 50 | 41 | 33 | 50 |
Avg Bars in Winners | 85 | 78 | 90 | 85 | 78 | 90 |
Avg Bars in Losers | 17 | 15 | 20 | 17 | 15 | 20 |
Bars Traded | 4683 | 1867 | 2815 | 4683 | 1867 | 2815 |
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 | 446274 | -175604 | -284227 | -130068 | -185262 | -761944 |
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{ "first_band": { "type": "swma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 41, "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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