Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357204.8321 | 317611.7603 | 39593.0718 | 128167.3986 | 152863.8893 | -24696.4907 |
Total P&L (%) | 357.2048 | 317.6118 | 39.5931 | 128.1674 | 152.8639 | -24.6965 |
Avg Daily Profit (%) | 0.3313 | 0.2945 | 0.0367 | 0.0765 | 0.0861 | -0.0263 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120182 | -63947 | -102737 | -784723 | -467236 | -528561 |
Profit Factor | 1.7312 | 2.3318 | 1.1583 | 1.0609 | 1.1417 | 0.9759 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 47.2 | 41.2698 | 53.2258 | 47.2 | 41.2698 | 53.2258 |
Ratio Avg Win / Avg Loss | 1.9365 | 3.3184 | 1.0179 | 1.1867 | 1.6247 | 0.8576 |
Largest Winning Trade | 356054 | 356054 | 42898 | 404324 | 404324 | 104179 |
Largest Losing Trade | -26208 | -19900 | -26208 | -130045 | -130045 | -129189 |
Avg Bars in Trades | 99 | 107 | 91 | 99 | 107 | 91 |
Avg Bars in Winners | 117 | 126 | 111 | 117 | 126 | 111 |
Avg Bars in Losers | 83 | 94 | 69 | 83 | 94 | 69 |
Bars Traded | 12492 | 6802 | 5690 | 12492 | 6802 | 5690 |
Profit Streak | 0 | 0 | 81.8562 | 0 | 0 | 81.8562 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405609 | -137483 | -344828 | -245087 | -292004 | -733127 |
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{ "first_band": { "type": "dema", "factors": { "length": 178, "offset": 13 } }, "second_band": { "type": "swma", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 178, "offset": 13 } }, "second_band": { "type": "swma", "factors": { "length": 60, "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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