Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697254.9697 | 490187.9979 | 207066.9719 | 853398.0729 | -739393.2054 | 1592791.2783 |
Total P&L (%) | 697.255 | 490.188 | 207.067 | 853.3981 | -739.3932 | 1592.7913 |
Avg Daily Profit (%) | 0.3862 | 0.2715 | 0.1147 | 0.125 | 0 | 0.1568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91119 | -87114 | -42219 | -1736771 | -1632833 | -668827 |
Profit Factor | 2.6076 | 2.8135 | 2.2671 | 1.1313 | 0.8169 | 1.6476 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 38.3562 | 29.7297 | 47.2222 | 38.3562 | 29.7297 | 47.2222 |
Ratio Avg Win / Avg Loss | 4.1908 | 6.6502 | 2.5338 | 1.8182 | 1.9308 | 1.8415 |
Largest Winning Trade | 531832 | 531832 | 68917 | 768841 | 704300 | 768841 |
Largest Losing Trade | -33160 | -20090 | -33160 | -666549 | -383105 | -666549 |
Avg Bars in Trades | 96 | 71 | 121 | 96 | 71 | 121 |
Avg Bars in Winners | 181 | 153 | 199 | 181 | 153 | 199 |
Avg Bars in Losers | 43 | 37 | 52 | 43 | 37 | 52 |
Bars Traded | 7042 | 2652 | 4390 | 7042 | 2652 | 4390 |
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 | -66203 | 167010 | -36635 | -181488 | -586963 | 349438 |
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{ "first_band": { "type": "swma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 52, "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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