Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147849.7824 | 102804.2185 | 45045.5639 | 206970.2413 | 202806.3871 | 4163.8542 |
Total P&L (%) | 147.8498 | 102.8042 | 45.0456 | 206.9702 | 202.8064 | 4.1639 |
Avg Daily Profit (%) | 0.5677 | 0.3948 | 0.173 | 0.4316 | 0.4263 | 0.0157 |
Buy And Hold Return (%) | 21.6508 | 21.6508 | 21.6508 | 21.6508 | 21.6508 | 21.6508 |
Max Trade Drawdown | -46331 | -21918 | -40342 | -161425 | -62440 | -143847 |
Profit Factor | 1.6842 | 1.9955 | 1.3992 | 1.2983 | 1.6337 | 1.0111 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 42.1488 | 41.6667 | 42.623 | 42.1488 | 41.6667 | 42.623 |
Ratio Avg Win / Avg Loss | 2.3116 | 2.7937 | 1.8836 | 1.782 | 2.2872 | 1.3612 |
Largest Winning Trade | 51376 | 51376 | 31676 | 120007 | 120007 | 88774 |
Largest Losing Trade | -9795 | -9795 | -8733 | -29619 | -22079 | -29619 |
Avg Bars in Trades | 204 | 185 | 222 | 204 | 185 | 222 |
Avg Bars in Winners | 363 | 324 | 400 | 363 | 324 | 400 |
Avg Bars in Losers | 88 | 86 | 90 | 88 | 86 | 90 |
Bars Traded | 24716 | 11140 | 13576 | 24716 | 11140 | 13576 |
Profit Streak | 6.152 | 29.7353 | 6.152 | 6.152 | 29.7353 | 6.152 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391715 | -161073 | -162687 | 281728 | -159944 | -711494 |
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{ "first_band": { "type": "swma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 181, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 181, "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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