Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1235482.7951 | 1190102.646 | 45380.1491 | 2736058.4663 | 2508176.8399 | 227881.6264 |
Total P&L (%) | 1235.4828 | 1190.1026 | 45.3801 | 2736.0585 | 2508.1768 | 227.8816 |
Avg Daily Profit (%) | 0.682 | 0.6569 | 0.025 | 0.1848 | 0.1802 | 0.0656 |
Buy And Hold Return (%) | 476.2472 | 476.2472 | 476.2472 | 476.2472 | 476.2472 | 476.2472 |
Max Trade Drawdown | -132040 | -65155 | -83962 | -3769683 | -2329332 | -2056316 |
Profit Factor | 3.4485 | 6.1594 | 1.1657 | 1.2935 | 1.5738 | 1.046 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 38.4615 | 37.5 | 39.3939 | 38.4615 | 37.5 | 39.3939 |
Ratio Avg Win / Avg Loss | 5.5176 | 10.2657 | 1.7933 | 2.0696 | 2.6229 | 1.6093 |
Largest Winning Trade | 591985 | 591985 | 74762 | 2654862 | 2654862 | 1361702 |
Largest Losing Trade | -33576 | -30355 | -33576 | -1021699 | -1021699 | -736280 |
Avg Bars in Trades | 80 | 74 | 86 | 80 | 74 | 86 |
Avg Bars in Winners | 139 | 121 | 156 | 139 | 121 | 156 |
Avg Bars in Losers | 43 | 45 | 41 | 43 | 45 | 41 |
Bars Traded | 5245 | 2378 | 2867 | 5245 | 2378 | 2867 |
Profit Streak | 0 | 100.2024 | 0 | 0 | 100.2024 | 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 | -125484 | 452707 | -366519 | -132538 | 188902 | -444091 |
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{ "first_band": { "type": "swma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 40, "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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