Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2133713.6616 | 2263942.1571 | -130228.4955 | -88350.4662 | -37036.947 | -51313.5193 |
Total P&L (%) | 2133.7137 | 2263.9422 | -130.2285 | -88.3505 | -37.0369 | -51.3135 |
Avg Daily Profit (%) | 0.9652 | 1.0241 | -0.0589 | -0.0972 | -0.0209 | -0.0326 |
Buy And Hold Return (%) | 330.507 | 330.507 | 330.507 | 330.507 | 330.507 | 330.507 |
Max Trade Drawdown | -226991 | -117138 | -259391 | -118550 | -54924 | -78785 |
Profit Factor | 3.3548 | 6.299 | 0.7281 | 0.6658 | 0.7715 | 0.4984 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 41.6667 | 41.6667 | 41.6667 | 41.6667 | 41.6667 | 41.6667 |
Ratio Avg Win / Avg Loss | 4.6967 | 8.8186 | 1.0193 | 0.9322 | 1.0801 | 0.6978 |
Largest Winning Trade | 2353728 | 2353728 | 41697 | 84443 | 84443 | 21264 |
Largest Losing Trade | -76742 | -59413 | -76742 | -48364 | -48364 | -29543 |
Avg Bars in Trades | 89 | 71 | 107 | 89 | 71 | 107 |
Avg Bars in Winners | 133 | 108 | 159 | 133 | 108 | 159 |
Avg Bars in Losers | 57 | 44 | 69 | 57 | 44 | 69 |
Bars Traded | 8556 | 3413 | 5143 | 8556 | 3413 | 5143 |
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 | 589551 | 670919 | -582263 | -583762 | -582263 | -583930 |
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{ "first_band": { "type": "swma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 184, "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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