Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640434.6546 | 535981.3515 | 104453.303 | 492421.5421 | 148302.0166 | 344119.5254 |
Total P&L (%) | 640.4347 | 535.9814 | 104.4533 | 492.4215 | 148.302 | 344.1195 |
Avg Daily Profit (%) | 0.324 | 0.2711 | 0.0528 | 0.09 | 0.046 | 0.0755 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104968 | -115026 | -133185 | -481238 | -566217 | -345999 |
Profit Factor | 1.9574 | 2.2495 | 1.4353 | 1.2207 | 1.096 | 1.5014 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 46.6019 | 46.1538 | 47.0588 | 46.6019 | 46.1538 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.2429 | 2.6245 | 1.6147 | 1.3987 | 1.2786 | 1.6891 |
Largest Winning Trade | 187073 | 187073 | 69780 | 267828 | 240892 | 267828 |
Largest Losing Trade | -63790 | -45348 | -63790 | -358278 | -358278 | -219631 |
Avg Bars in Trades | 74 | 85 | 62 | 74 | 85 | 62 |
Avg Bars in Winners | 96 | 97 | 94 | 96 | 97 | 94 |
Avg Bars in Losers | 55 | 74 | 35 | 55 | 74 | 35 |
Bars Traded | 7644 | 4435 | 3210 | 7644 | 4435 | 3210 |
Profit Streak | 0 | 0 | 550.2521 | 0 | 0 | 550.2521 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423651 | -168623 | -300945 | -74202 | -427945 | -270394 |
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{ "first_band": { "type": "dema", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 17, "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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