Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -588563.6178 | 228788.2833 | -817351.9011 | 14696629.0061 | 5017654.6828 | 9678974.3233 |
Total P&L (%) | -588.5636 | 228.7883 | -817.3519 | 14696.629 | 5017.6547 | 9678.9743 |
Avg Daily Profit (%) | -0.3255 | 0.1265 | -0.452 | 0.2767 | 0.2179 | 0.2538 |
Buy And Hold Return (%) | 788.1944 | 788.1944 | 788.1944 | 788.1944 | 788.1944 | 788.1944 |
Max Trade Drawdown | -356314 | -108918 | -436331 | -3209964 | -3209964 | -732535 |
Profit Factor | 0.6225 | 1.8247 | 0.3623 | 2.2803 | 1.6636 | 3.4705 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 89 | 43 | 46 | 67 | 32 | 35 |
Losing Trades | 43 | 23 | 20 | 65 | 34 | 31 |
Profitability (%) | 67.4242 | 65.1515 | 69.697 | 50.7576 | 48.4848 | 53.0303 |
Ratio Avg Win / Avg Loss | 0.3008 | 0.976 | 0.1575 | 2.2123 | 1.7676 | 3.0739 |
Largest Winning Trade | 35316 | 29943 | 35316 | 2295843 | 2015319 | 2295843 |
Largest Losing Trade | -688459 | -47112 | -688459 | -3209964 | -3209964 | -720772 |
Avg Bars in Trades | 53 | 51 | 55 | 53 | 51 | 55 |
Avg Bars in Winners | 30 | 26 | 34 | 60 | 62 | 58 |
Avg Bars in Losers | 100 | 98 | 103 | 46 | 41 | 52 |
Bars Traded | 7057 | 3406 | 3651 | 7057 | 3406 | 3651 |
Profit Streak | 0 | 0 | 43.8909 | 0 | 0 | 43.8909 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578169 | -311416 | -701851 | 485377 | -113850 | -108098 |
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{ "first_band": { "type": "dema", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 57, "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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