Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511693.9643 | 441403.254 | 70290.7103 | 582267.107 | 148590.5681 | 433676.5389 |
Total P&L (%) | 511.694 | 441.4033 | 70.2907 | 582.2671 | 148.5906 | 433.6765 |
Avg Daily Profit (%) | 0.259 | 0.2234 | 0.0356 | 0.0972 | 0.0461 | 0.0848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152138 | -120865 | -99063 | -2741315 | -2317724 | -946524 |
Profit Factor | 2.0016 | 2.7798 | 1.2674 | 1.0906 | 1.0397 | 1.1618 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 38.4615 | 39.3939 | 37.5 | 38.4615 | 39.3939 | 37.5 |
Ratio Avg Win / Avg Loss | 3.2025 | 4.2766 | 2.1123 | 1.745 | 1.5995 | 1.9363 |
Largest Winning Trade | 131951 | 131951 | 69590 | 1234005 | 1004528 | 1234005 |
Largest Losing Trade | -50345 | -45052 | -50345 | -1398627 | -1398627 | -624542 |
Avg Bars in Trades | 177 | 153 | 202 | 177 | 153 | 202 |
Avg Bars in Winners | 332 | 279 | 390 | 332 | 279 | 390 |
Avg Bars in Losers | 80 | 71 | 90 | 80 | 71 | 90 |
Bars Traded | 11554 | 5062 | 6492 | 11554 | 5062 | 6492 |
Profit Streak | 0 | 0 | 706.081 | 0 | 0 | 706.081 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128419 | 323158 | -148317 | -323257 | -311262 | -125174 |
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{ "first_band": { "type": "swma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 107, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 107, "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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