Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575760.4847 | 327512.0167 | 248248.468 | 3615120.3767 | 2508321.6576 | 1106798.719 |
Total P&L (%) | 575.7605 | 327.512 | 248.2485 | 3615.1204 | 2508.3217 | 1106.7987 |
Avg Daily Profit (%) | 0.3431 | 0.1952 | 0.1479 | 0.2157 | 0.1945 | 0.1485 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71597 | -84252 | -48583 | -3714424 | -1345440 | -2540153 |
Profit Factor | 2.0693 | 2.0656 | 2.0741 | 1.4271 | 1.6042 | 1.2566 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 78 | 44 | 34 | 78 | 44 | 34 |
Profitability (%) | 39.0625 | 31.25 | 46.875 | 39.0625 | 31.25 | 46.875 |
Ratio Avg Win / Avg Loss | 3.2281 | 4.5444 | 2.3507 | 2.2263 | 3.5292 | 1.4242 |
Largest Winning Trade | 107859 | 107859 | 52208 | 1663272 | 1663272 | 1122244 |
Largest Losing Trade | -16126 | -16126 | -16084 | -754987 | -695087 | -754987 |
Avg Bars in Trades | 154 | 137 | 171 | 154 | 137 | 171 |
Avg Bars in Winners | 265 | 257 | 270 | 265 | 257 | 270 |
Avg Bars in Losers | 82 | 82 | 83 | 82 | 82 | 83 |
Bars Traded | 19747 | 8797 | 10950 | 19747 | 8797 | 10950 |
Profit Streak | 41.0765 | 0 | 48.6599 | 41.0765 | 0 | 48.6599 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353881 | -135243 | -131448 | 244026 | -135722 | -134368 |
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{ "first_band": { "type": "swma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 76, "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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