Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1134389.6031 | 1213994.8062 | -79605.2031 | -28317.0645 | 500917.4268 | -529234.4913 |
Total P&L (%) | 1134.3896 | 1213.9948 | -79.6052 | -28.3171 | 500.9174 | -529.2345 |
Avg Daily Profit (%) | 0.5003 | 0.5354 | -0.0351 | -0.0147 | 0.0791 | 0 |
Buy And Hold Return (%) | 322.1893 | 322.1893 | 322.1893 | 322.1893 | 322.1893 | 322.1893 |
Max Trade Drawdown | -188461 | -130343 | -238985 | -678201 | -211886 | -628062 |
Profit Factor | 2.4449 | 3.9685 | 0.7884 | 0.9798 | 1.801 | 0.3188 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 39.5833 | 33.3333 | 45.8333 | 39.5833 | 33.3333 | 45.8333 |
Ratio Avg Win / Avg Loss | 3.7317 | 7.937 | 0.9317 | 1.4955 | 3.6021 | 0.3768 |
Largest Winning Trade | 1053566 | 1053566 | 44968 | 645309 | 645309 | 74275 |
Largest Losing Trade | -72140 | -60824 | -72140 | -293446 | -127936 | -293446 |
Avg Bars in Trades | 91 | 77 | 105 | 91 | 77 | 105 |
Avg Bars in Winners | 164 | 131 | 187 | 164 | 131 | 187 |
Avg Bars in Losers | 43 | 49 | 36 | 43 | 49 | 36 |
Bars Traded | 8779 | 3696 | 5083 | 8779 | 3696 | 5083 |
Profit Streak | 0 | 0 | 331.9181 | 0 | 0 | 331.9181 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317531 | 328395 | -580924 | -582906 | -99720 | -580924 |
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{ "first_band": { "type": "swma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 149, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 149, "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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