Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152855.2989 | 194757.8763 | -41902.5775 | -828557.5758 | -318680.9683 | -509876.6075 |
Total P&L (%) | 152.8553 | 194.7579 | -41.9026 | -828.5576 | -318.681 | -509.8766 |
Avg Daily Profit (%) | 0.1234 | 0.1572 | -0.0338 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69223 | -46623 | -73969 | -685275 | -335717 | -379363 |
Profit Factor | 1.3097 | 2.3079 | 0.8784 | 0.4114 | 0.5084 | 0.3285 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 48 | 24 | 24 | 18 | 9 | 9 |
Losing Trades | 19 | 9 | 10 | 49 | 24 | 25 |
Profitability (%) | 71.6418 | 72.7273 | 70.5882 | 26.8657 | 27.2727 | 26.4706 |
Ratio Avg Win / Avg Loss | 0.5184 | 0.8655 | 0.366 | 1.1199 | 1.3558 | 0.9125 |
Largest Winning Trade | 35110 | 35110 | 21441 | 192488 | 192488 | 97348 |
Largest Losing Trade | -190197 | -37646 | -190197 | -190197 | -135339 | -190197 |
Avg Bars in Trades | 52 | 59 | 45 | 52 | 59 | 45 |
Avg Bars in Winners | 30 | 36 | 24 | 107 | 121 | 93 |
Avg Bars in Losers | 108 | 121 | 96 | 32 | 36 | 28 |
Bars Traded | 3518 | 1966 | 1552 | 3518 | 1966 | 1552 |
Profit Streak | 31.1054 | 81.1054 | 31.1054 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146529 | 473770 | -577126 | -721980 | -598934 | -604128 |
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{ "first_band": { "type": "dema", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 95, "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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