Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90530.2815 | 46134.6405 | 44395.641 | 113259.083 | 54993.0756 | 58266.0074 |
Total P&L (%) | 90.5303 | 46.1346 | 44.3956 | 113.2591 | 54.9931 | 58.266 |
Avg Daily Profit (%) | 0.3476 | 0.1772 | 0.1705 | 0.2912 | 0.1684 | 0.1765 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23383 | -26502 | -17476 | -35135 | -33460 | -27775 |
Profit Factor | 1.4199 | 1.4036 | 1.4383 | 1.3793 | 1.3405 | 1.4251 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 139 | 72 | 67 | 139 | 72 | 67 |
Losing Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Profitability (%) | 70.202 | 72.7273 | 67.6768 | 70.202 | 72.7273 | 67.6768 |
Ratio Avg Win / Avg Loss | 0.6027 | 0.5264 | 0.687 | 0.5855 | 0.5027 | 0.6806 |
Largest Winning Trade | 11506 | 11506 | 7532 | 16611 | 16611 | 8504 |
Largest Losing Trade | -17882 | -17882 | -13537 | -17347 | -17347 | -17156 |
Avg Bars in Trades | 122 | 116 | 128 | 122 | 116 | 128 |
Avg Bars in Winners | 77 | 77 | 77 | 77 | 77 | 77 |
Avg Bars in Losers | 227 | 219 | 234 | 227 | 219 | 234 |
Bars Traded | 24232 | 11534 | 12698 | 24232 | 11534 | 12698 |
Profit Streak | 3.2191 | 6.8024 | 0 | 3.2191 | 6.8024 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336650 | 269871 | 204594 | 310368 | 277641 | 241299 |
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{ "first_band": { "type": "dema", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 227, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 227, "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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