Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227841.9415 | 134602.7911 | 93239.1503 | 363296.1155 | 183863.8341 | 179432.2814 |
Total P&L (%) | 227.8419 | 134.6028 | 93.2392 | 363.2961 | 183.8638 | 179.4323 |
Avg Daily Profit (%) | 0.3948 | 0.2332 | 0.1616 | 0.266 | 0.181 | 0.1782 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58946 | -44931 | -44731 | -244572 | -226020 | -167690 |
Profit Factor | 1.6455 | 1.6802 | 1.6013 | 1.3338 | 1.2953 | 1.3853 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 52.2013 | 52.5 | 51.8987 | 52.2013 | 52.5 | 51.8987 |
Ratio Avg Win / Avg Loss | 1.5067 | 1.5202 | 1.4841 | 1.2213 | 1.1719 | 1.284 |
Largest Winning Trade | 73170 | 73170 | 34657 | 238788 | 238788 | 123144 |
Largest Losing Trade | -23174 | -23174 | -20762 | -128957 | -128957 | -91682 |
Avg Bars in Trades | 84 | 80 | 88 | 84 | 80 | 88 |
Avg Bars in Winners | 90 | 93 | 87 | 90 | 93 | 87 |
Avg Bars in Losers | 77 | 65 | 89 | 77 | 65 | 89 |
Bars Traded | 13371 | 6417 | 6954 | 13371 | 6417 | 6954 |
Profit Streak | 0 | 0 | 497.155 | 0 | 0 | 497.155 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472700 | -8436 | -16553 | 331348 | -12011 | -17725 |
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{ "first_band": { "type": "swma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 93, "offset": 63 } } }
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# | 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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