Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 940513.1284 | 835826.6304 | 104686.4979 | 6983393.265 | 8830629.26 | -1847235.995 |
Total P&L (%) | 940.5131 | 835.8266 | 104.6865 | 6983.3933 | 8830.6293 | -1847.236 |
Avg Daily Profit (%) | 0.3761 | 0.3343 | 0.0419 | 0.1705 | 0.1798 | 0 |
Buy And Hold Return (%) | 944.2341 | 944.2341 | 944.2341 | 944.2341 | 944.2341 | 944.2341 |
Max Trade Drawdown | -84412 | -68845 | -65295 | -4424254 | -1985183 | -4932106 |
Profit Factor | 3.1217 | 4.8131 | 1.4672 | 1.6597 | 3.5683 | 0.7416 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 59.1549 | 54.2857 | 63.8889 | 59.1549 | 54.2857 | 63.8889 |
Ratio Avg Win / Avg Loss | 2.1554 | 4.0532 | 0.8293 | 1.146 | 3.0048 | 0.4192 |
Largest Winning Trade | 230831 | 230831 | 64105 | 4333155 | 4333155 | 1022204 |
Largest Losing Trade | -65295 | -47989 | -65295 | -4424254 | -1142776 | -4424254 |
Avg Bars in Trades | 66 | 68 | 65 | 66 | 68 | 65 |
Avg Bars in Winners | 65 | 64 | 66 | 65 | 64 | 66 |
Avg Bars in Losers | 68 | 72 | 63 | 68 | 72 | 63 |
Bars Traded | 4733 | 2386 | 2347 | 4733 | 2386 | 2347 |
Profit Streak | 111.1474 | 111.1474 | 247.6474 | 111.1474 | 111.1474 | 247.6474 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -238729 | -147826 | -300172 | -78641 | 565870 | -577626 |
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{ "first_band": { "type": "swma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 172, "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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