Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1296812.7745 | 1174516.1581 | 122296.6163 | 721812.1823 | -238981.8817 | 960794.064 |
Total P&L (%) | 1296.8128 | 1174.5162 | 122.2966 | 721.8122 | -238.9819 | 960.7941 |
Avg Daily Profit (%) | 0.5515 | 0.4995 | 0.052 | 0.0896 | 0 | 0.1005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150428 | -76000 | -157460 | -1315589 | -797399 | -536747 |
Profit Factor | 3.0014 | 4.587 | 1.3815 | 1.2355 | 0.8609 | 1.7138 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 32 | 11 | 21 | 32 | 11 | 21 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 37.2093 | 25.5814 | 48.8372 | 37.2093 | 25.5814 | 48.8372 |
Ratio Avg Win / Avg Loss | 5.0648 | 13.3439 | 1.4473 | 2.085 | 2.5045 | 1.7954 |
Largest Winning Trade | 1124367 | 1124367 | 66645 | 854798 | 489216 | 854798 |
Largest Losing Trade | -45362 | -23905 | -45362 | -536747 | -371389 | -536747 |
Avg Bars in Trades | 107 | 85 | 128 | 107 | 85 | 128 |
Avg Bars in Winners | 207 | 190 | 216 | 207 | 190 | 216 |
Avg Bars in Losers | 47 | 49 | 44 | 47 | 49 | 44 |
Bars Traded | 9206 | 3682 | 5524 | 9206 | 3682 | 5524 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433083 | -9112 | -123281 | -76846 | -605201 | -55569 |
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{ "first_band": { "type": "swma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 96, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 96, "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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