Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1451209.6472 | 1341667.3326 | 109542.3146 | 7925100.6623 | 6973806.3933 | 951294.269 |
Total P&L (%) | 1451.2096 | 1341.6673 | 109.5423 | 7925.1007 | 6973.8064 | 951.2943 |
Avg Daily Profit (%) | 0.7999 | 0.7395 | 0.0604 | 0.242 | 0.235 | 0.1298 |
Buy And Hold Return (%) | 608.5015 | 608.5015 | 608.5015 | 608.5015 | 608.5015 | 608.5015 |
Max Trade Drawdown | -75672 | -55634 | -45850 | -9306333 | -6977751 | -4557238 |
Profit Factor | 4.7807 | 7.774 | 1.5896 | 1.2664 | 1.446 | 1.0674 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 43.2836 | 39.3939 | 47.0588 | 43.2836 | 39.3939 | 47.0588 |
Ratio Avg Win / Avg Loss | 6.2644 | 11.96 | 1.7883 | 1.6595 | 2.2247 | 1.2009 |
Largest Winning Trade | 768533 | 768533 | 66368 | 11237732 | 11237732 | 3286009 |
Largest Losing Trade | -31973 | -20957 | -31973 | -2718736 | -2718736 | -2711442 |
Avg Bars in Trades | 104 | 86 | 121 | 104 | 86 | 121 |
Avg Bars in Winners | 180 | 169 | 189 | 180 | 169 | 189 |
Avg Bars in Losers | 46 | 33 | 60 | 46 | 33 | 60 |
Bars Traded | 6985 | 2869 | 4116 | 6985 | 2869 | 4116 |
Profit Streak | 0 | 88.9958 | 0 | 0 | 88.9958 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107413 | 434280 | -276274 | -114502 | 246013 | -176700 |
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{ "first_band": { "type": "swma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 149, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 149, "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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