Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771523.8832 | 770858.9321 | 664.9511 | 412770.9344 | 1877873.5041 | -1465102.5697 |
Total P&L (%) | 771.5239 | 770.8589 | 0.665 | 412.7709 | 1877.8735 | -1465.1026 |
Avg Daily Profit (%) | 0.4178 | 0.4175 | 0.0004 | 0.0886 | 0.1618 | 0 |
Buy And Hold Return (%) | 145.2444 | 145.2444 | 145.2444 | 145.2444 | 145.2444 | 145.2444 |
Max Trade Drawdown | -136035 | -104850 | -108613 | -2574489 | -1463600 | -1696230 |
Profit Factor | 1.8766 | 2.8581 | 1.0014 | 1.0455 | 1.4572 | 0.7051 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Profitability (%) | 37.2881 | 35.9551 | 38.6364 | 37.2881 | 35.9551 | 38.6364 |
Ratio Avg Win / Avg Loss | 3.156 | 5.0911 | 1.5905 | 1.7583 | 2.5957 | 1.1198 |
Largest Winning Trade | 480345 | 480345 | 72319 | 2100914 | 2100914 | 456864 |
Largest Losing Trade | -27189 | -21691 | -27189 | -505403 | -255642 | -505403 |
Avg Bars in Trades | 61 | 56 | 67 | 61 | 56 | 67 |
Avg Bars in Winners | 118 | 105 | 130 | 118 | 105 | 130 |
Avg Bars in Losers | 27 | 28 | 27 | 27 | 28 | 27 |
Bars Traded | 10921 | 5023 | 5897 | 10921 | 5023 | 5897 |
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 | 299507 | 304059 | -580686 | -251366 | 147191 | -583849 |
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{ "first_band": { "type": "swma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 81, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 81, "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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