Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -931743.4583 | 23091.5747 | -954835.033 | 862820.5158 | -3971362.6889 | 4834183.2047 |
Total P&L (%) | -931.7435 | 23.0916 | -954.835 | 862.8205 | -3971.3627 | 4834.1832 |
Avg Daily Profit (%) | -0.4944 | 0.0123 | -0.5067 | 0.1202 | 0 | 0.2071 |
Buy And Hold Return (%) | 305.3708 | 305.3708 | 305.3708 | 305.3708 | 305.3708 | 305.3708 |
Max Trade Drawdown | -1073947 | -144208 | -1022078 | -3812799 | -4341863 | -1694500 |
Profit Factor | 0.3071 | 1.1194 | 0.1705 | 1.1073 | 0.2771 | 2.8973 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 48 | 25 | 23 | 38 | 19 | 19 |
Losing Trades | 11 | 5 | 6 | 21 | 11 | 10 |
Profitability (%) | 81.3559 | 83.3333 | 79.3103 | 64.4068 | 63.3333 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.0704 | 0.2239 | 0.0445 | 0.6119 | 0.1604 | 1.5249 |
Largest Winning Trade | 22772 | 22772 | 20194 | 5893549 | 608287 | 5893549 |
Largest Losing Trade | -852415 | -66003 | -852415 | -2711392 | -2711392 | -1023955 |
Avg Bars in Trades | 59 | 67 | 50 | 59 | 67 | 50 |
Avg Bars in Winners | 22 | 19 | 25 | 24 | 15 | 34 |
Avg Bars in Losers | 217 | 307 | 142 | 121 | 158 | 80 |
Bars Traded | 3486 | 2034 | 1452 | 3486 | 2034 | 1452 |
Profit Streak | 10.3412 | 160.8412 | 0 | 10.3412 | 160.8412 | 0 |
Trades During Streak | 1 | 9 | 0 | 1 | 9 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -755601 | -427444 | -577033 | -316471 | -577568 | 561118 |
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{ "first_band": { "type": "dema", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 236, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 236, "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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