Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 37888.7652 | 13138.3349 | 24750.4303 | 41966.2531 | 12481.1238 | 29485.1292 |
Total P&L (%) | 37.8888 | 13.1383 | 24.7504 | 41.9663 | 12.4811 | 29.4851 |
Avg Daily Profit (%) | 0.7275 | 0.2523 | 0.4752 | 0.6751 | 0.2261 | 0.4974 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19082 | -21657 | -7126 | -27493 | -30597 | -9702 |
Profit Factor | 1.4834 | 1.2833 | 1.7736 | 1.3891 | 1.1936 | 1.6794 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 65.3846 | 64.6154 | 66.1538 | 65.3846 | 64.6154 | 66.1538 |
Ratio Avg Win / Avg Loss | 0.7853 | 0.7028 | 0.9074 | 0.7354 | 0.6537 | 0.8592 |
Largest Winning Trade | 5105 | 4618 | 5105 | 6649 | 6649 | 6390 |
Largest Losing Trade | -10036 | -10036 | -4163 | -14635 | -14635 | -5446 |
Avg Bars in Trades | 181 | 185 | 177 | 181 | 185 | 177 |
Avg Bars in Winners | 119 | 111 | 127 | 119 | 111 | 127 |
Avg Bars in Losers | 297 | 319 | 274 | 297 | 319 | 274 |
Bars Traded | 23568 | 12037 | 11531 | 23568 | 12037 | 11531 |
Profit Streak | 0 | 12.2455 | 0 | 0 | 12.2455 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343439 | -192703 | -124528 | 319609 | -221171 | -124233 |
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{ "first_band": { "type": "dema", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 241, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 241, "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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