Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 924104.5405 | 728615.752 | 195488.7885 | 4518446.9461 | 439897.7124 | 4078549.2337 |
Total P&L (%) | 924.1045 | 728.6158 | 195.4888 | 4518.4469 | 439.8977 | 4078.5492 |
Avg Daily Profit (%) | 0.3825 | 0.3016 | 0.0809 | 0.1588 | 0.0698 | 0.1546 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91763 | -74272 | -114832 | -8067865 | -6879781 | -3684777 |
Profit Factor | 2.2294 | 2.8191 | 1.5567 | 1.1379 | 1.0238 | 1.2848 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 81 | 46 | 35 | 81 | 46 | 35 |
Profitability (%) | 36.7188 | 28.125 | 45.3125 | 36.7188 | 28.125 | 45.3125 |
Ratio Avg Win / Avg Loss | 3.8421 | 7.2043 | 1.8788 | 1.9611 | 2.6165 | 1.5507 |
Largest Winning Trade | 300085 | 300085 | 61946 | 5089900 | 5089900 | 3132744 |
Largest Losing Trade | -26697 | -20904 | -26697 | -1888527 | -1652296 | -1888527 |
Avg Bars in Trades | 110 | 95 | 125 | 110 | 95 | 125 |
Avg Bars in Winners | 195 | 192 | 198 | 195 | 192 | 198 |
Avg Bars in Losers | 60 | 57 | 64 | 60 | 57 | 64 |
Bars Traded | 14121 | 6102 | 8019 | 14121 | 6102 | 8019 |
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 | 324548 | -141212 | -223423 | -64867 | -448387 | -132528 |
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{ "first_band": { "type": "swma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 64, "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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