Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139683.7161 | 97406.1028 | 42277.6134 | 182421.1957 | 153693.7871 | 28727.4085 |
Total P&L (%) | 139.6837 | 97.4061 | 42.2776 | 182.4212 | 153.6938 | 28.7274 |
Avg Daily Profit (%) | 0.5364 | 0.374 | 0.1623 | 0.3995 | 0.3581 | 0.097 |
Buy And Hold Return (%) | 24.8337 | 24.8337 | 24.8337 | 24.8337 | 24.8337 | 24.8337 |
Max Trade Drawdown | -31932 | -26639 | -25039 | -94263 | -47547 | -59161 |
Profit Factor | 1.5201 | 1.7552 | 1.3029 | 1.3207 | 1.5606 | 1.0975 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 94 | 51 | 43 | 94 | 51 | 43 |
Profitability (%) | 38.961 | 33.7662 | 44.1558 | 38.961 | 33.7662 | 44.1558 |
Ratio Avg Win / Avg Loss | 2.3815 | 3.4429 | 1.6478 | 2.069 | 3.0612 | 1.388 |
Largest Winning Trade | 51634 | 51634 | 26635 | 56341 | 56341 | 39118 |
Largest Losing Trade | -13758 | -7680 | -13758 | -30627 | -21891 | -30627 |
Avg Bars in Trades | 159 | 150 | 168 | 159 | 150 | 168 |
Avg Bars in Winners | 293 | 302 | 286 | 293 | 302 | 286 |
Avg Bars in Losers | 74 | 73 | 75 | 74 | 73 | 75 |
Bars Traded | 24586 | 11608 | 12977 | 24586 | 11608 | 12977 |
Profit Streak | 7.6559 | 23.76 | 7.6559 | 7.6559 | 23.76 | 7.6559 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301560 | -38015 | -45309 | 248558 | -36941 | -338716 |
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{ "first_band": { "type": "swma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 124, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 124, "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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