Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 955668.0617 | 800025.8032 | 155642.2585 | 21967170.4631 | 23903954.2354 | -1936783.7723 |
Total P&L (%) | 955.6681 | 800.0258 | 155.6423 | 21967.1705 | 23903.9542 | -1936.7838 |
Avg Daily Profit (%) | 0.3824 | 0.3201 | 0.0623 | 0.2162 | 0.2195 | 0 |
Buy And Hold Return (%) | 717.412 | 717.412 | 717.412 | 717.412 | 717.412 | 717.412 |
Max Trade Drawdown | -106314 | -63779 | -93362 | -8083741 | -3339228 | -10176382 |
Profit Factor | 2.8485 | 4.2957 | 1.5675 | 1.7182 | 3.0092 | 0.8964 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 54.0323 | 53.2258 | 54.8387 | 54.0323 | 53.2258 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.4233 | 3.775 | 1.2909 | 1.4618 | 2.6444 | 0.7382 |
Largest Winning Trade | 316458 | 316458 | 48191 | 11519876 | 11519876 | 3212391 |
Largest Losing Trade | -57605 | -26338 | -57605 | -5433097 | -1355138 | -5433097 |
Avg Bars in Trades | 118 | 119 | 117 | 118 | 119 | 117 |
Avg Bars in Winners | 140 | 142 | 138 | 140 | 142 | 138 |
Avg Bars in Losers | 92 | 92 | 91 | 92 | 92 | 91 |
Bars Traded | 14663 | 7385 | 7278 | 14663 | 7385 | 7278 |
Profit Streak | 0 | 0 | 188.1319 | 0 | 0 | 188.1319 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46570 | -267371 | -426001 | 402220 | -139809 | -732946 |
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{ "first_band": { "type": "dema", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 54, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 54, "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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