Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779942.1928 | 761673.6212 | 18268.5716 | 518785.2575 | 508048.0579 | 10737.1997 |
Total P&L (%) | 779.9422 | 761.6736 | 18.2686 | 518.7853 | 508.0481 | 10.7372 |
Avg Daily Profit (%) | 0.4212 | 0.4114 | 0.0099 | 0.0985 | 0.0975 | 0.0055 |
Buy And Hold Return (%) | 236.0873 | 236.0873 | 236.0873 | 236.0873 | 236.0873 | 236.0873 |
Max Trade Drawdown | -128607 | -77725 | -90943 | -516967 | -289739 | -334621 |
Profit Factor | 2.1328 | 3.4514 | 1.0484 | 1.2343 | 1.4886 | 1.0091 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 38.2716 | 36.5854 | 40 | 38.2716 | 36.5854 | 40 |
Ratio Avg Win / Avg Loss | 3.44 | 5.9823 | 1.5725 | 1.9907 | 2.5802 | 1.5137 |
Largest Winning Trade | 407654 | 407654 | 77468 | 386555 | 386555 | 349943 |
Largest Losing Trade | -52842 | -30187 | -52842 | -183057 | -117060 | -183057 |
Avg Bars in Trades | 134 | 125 | 144 | 134 | 125 | 144 |
Avg Bars in Winners | 260 | 249 | 270 | 260 | 249 | 270 |
Avg Bars in Losers | 57 | 54 | 59 | 57 | 54 | 59 |
Bars Traded | 10921 | 5160 | 5761 | 10921 | 5160 | 5761 |
Profit Streak | 0 | 0 | 143.0404 | 0 | 0 | 143.0404 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9694 | 300759 | -514160 | -86691 | -71044 | -563110 |
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{ "first_band": { "type": "swma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 119, "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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