Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 652896.7791 | 496121.9878 | 156774.7913 | 1022900.8796 | 849586.7037 | 173314.1759 |
Total P&L (%) | 652.8968 | 496.122 | 156.7748 | 1022.9009 | 849.5867 | 173.3142 |
Avg Daily Profit (%) | 0.3433 | 0.2608 | 0.0824 | 0.1272 | 0.1184 | 0.0529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78016 | -112699 | -88371 | -1453915 | -1506612 | -1390556 |
Profit Factor | 2.0189 | 2.4223 | 1.537 | 1.1812 | 1.2777 | 1.067 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 45.0549 | 41.3043 | 48.8889 | 45.0549 | 41.3043 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.4621 | 3.4422 | 1.6068 | 1.4405 | 1.8157 | 1.1155 |
Largest Winning Trade | 207284 | 207284 | 68640 | 1158835 | 1158835 | 646339 |
Largest Losing Trade | -48682 | -30860 | -48682 | -798012 | -501205 | -798012 |
Avg Bars in Trades | 81 | 93 | 68 | 81 | 93 | 68 |
Avg Bars in Winners | 105 | 122 | 90 | 105 | 122 | 90 |
Avg Bars in Losers | 61 | 72 | 47 | 61 | 72 | 47 |
Bars Traded | 7384 | 4289 | 3094 | 7384 | 4289 | 3094 |
Profit Streak | 0 | 0 | 658.773 | 0 | 0 | 658.773 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411074 | 340137 | -79295 | -45604 | -36756 | -268125 |
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{ "first_band": { "type": "dema", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 23, "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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