Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74577.9271 | 55360.4207 | 19217.5064 | 25414.7845 | 62445.7116 | -37030.9271 |
Total P&L (%) | 74.5779 | 55.3604 | 19.2175 | 25.4148 | 62.4457 | -37.0309 |
Avg Daily Profit (%) | 0.2864 | 0.2126 | 0.0738 | 0.087 | 0.1865 | -0.1775 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70875 | -40919 | -74230 | -142586 | -51968 | -149392 |
Profit Factor | 1.2255 | 1.3756 | 1.1048 | 1.0502 | 1.3041 | 0.8771 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 67.8571 | 66.6667 | 69.0476 | 67.8571 | 66.6667 | 69.0476 |
Ratio Avg Win / Avg Loss | 0.5805 | 0.6878 | 0.4953 | 0.4974 | 0.6521 | 0.3932 |
Largest Winning Trade | 18459 | 15495 | 18459 | 19242 | 15115 | 19242 |
Largest Losing Trade | -51507 | -32503 | -51507 | -97298 | -29883 | -97298 |
Avg Bars in Trades | 145 | 144 | 146 | 145 | 144 | 146 |
Avg Bars in Winners | 84 | 84 | 84 | 84 | 84 | 84 |
Avg Bars in Losers | 274 | 263 | 284 | 274 | 263 | 284 |
Bars Traded | 24415 | 12125 | 12289 | 24415 | 12125 | 12289 |
Profit Streak | 4.4383 | 13.355 | 4.4383 | 4.4383 | 13.355 | 4.4383 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315847 | 282467 | -207528 | -244892 | 275725 | -579566 |
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{ "first_band": { "type": "dema", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 207, "offset": 0 } } }
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# | 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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