Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87401.1666 | 74094.8927 | 13306.2739 | 66715.4745 | 93285.9678 | -26570.4933 |
Total P&L (%) | 87.4012 | 74.0949 | 13.3063 | 66.7155 | 93.286 | -26.5705 |
Avg Daily Profit (%) | 0.3356 | 0.2845 | 0.0511 | 0.1965 | 0.2534 | -0.1185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52924 | -21254 | -58672 | -128888 | -45605 | -126425 |
Profit Factor | 1.2411 | 1.4477 | 1.0675 | 1.1008 | 1.321 | 0.9284 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 175 | 90 | 85 | 175 | 90 | 85 |
Losing Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Profitability (%) | 74.1525 | 76.2712 | 72.0339 | 74.1525 | 76.2712 | 72.0339 |
Ratio Avg Win / Avg Loss | 0.4326 | 0.4504 | 0.4145 | 0.3837 | 0.411 | 0.3604 |
Largest Winning Trade | 12445 | 12445 | 8870 | 15185 | 14853 | 15185 |
Largest Losing Trade | -38374 | -19338 | -38374 | -92145 | -32629 | -92145 |
Avg Bars in Trades | 103 | 101 | 105 | 103 | 101 | 105 |
Avg Bars in Winners | 54 | 52 | 55 | 54 | 52 | 55 |
Avg Bars in Losers | 243 | 258 | 232 | 243 | 258 | 232 |
Bars Traded | 24360 | 11947 | 12413 | 24360 | 11947 | 12413 |
Profit Streak | 0 | 15.0292 | 0 | 0 | 15.0292 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353076 | 406883 | -334011 | -100961 | 369422 | -579280 |
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{ "first_band": { "type": "dema", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 245, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 245, "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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