Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186485.7757 | 315025.937 | -128540.1613 | -98619.4345 | 188890.0184 | -287509.4529 |
Total P&L (%) | 186.4858 | 315.0259 | -128.5402 | -98.6194 | 188.89 | -287.5095 |
Avg Daily Profit (%) | 0.1153 | 0.1947 | -0.0794 | -0.2643 | 0.0656 | 0 |
Buy And Hold Return (%) | 23.1262 | 23.1262 | 23.1262 | 23.1262 | 23.1262 | 23.1262 |
Max Trade Drawdown | -199990 | -149461 | -275676 | -261485 | -170454 | -292440 |
Profit Factor | 1.1195 | 1.4341 | 0.846 | 0.9109 | 1.4369 | 0.5734 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 180 | 95 | 85 | 180 | 95 | 85 |
Losing Trades | 172 | 81 | 91 | 172 | 81 | 91 |
Profitability (%) | 51.1364 | 53.9773 | 48.2955 | 51.1364 | 53.9773 | 48.2955 |
Ratio Avg Win / Avg Loss | 1.0698 | 1.2228 | 0.9057 | 0.8704 | 1.2252 | 0.6138 |
Largest Winning Trade | 68336 | 68336 | 57650 | 72831 | 72831 | 50100 |
Largest Losing Trade | -96610 | -65382 | -96610 | -77420 | -34830 | -77420 |
Avg Bars in Trades | 54 | 59 | 49 | 54 | 59 | 49 |
Avg Bars in Winners | 54 | 55 | 53 | 54 | 55 | 53 |
Avg Bars in Losers | 54 | 64 | 46 | 54 | 64 | 46 |
Bars Traded | 19183 | 10448 | 8735 | 19183 | 10448 | 8735 |
Profit Streak | 479.0313 | 0 | 498.4479 | 479.0313 | 0 | 498.4479 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125626 | 336998 | -579738 | -578205 | -103551 | -579738 |
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{ "first_band": { "type": "dema", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 36, "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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