Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532296.865 | 315412.5702 | 216884.2948 | 711871.0461 | -146012.0908 | 857883.1369 |
Total P&L (%) | 532.2969 | 315.4126 | 216.8843 | 711.871 | -146.0121 | 857.8831 |
Avg Daily Profit (%) | 0.2949 | 0.1747 | 0.1202 | 0.1161 | 0 | 0.1253 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137860 | -126767 | -68230 | -830702 | -550260 | -548453 |
Profit Factor | 2.0927 | 2.0666 | 2.133 | 1.2364 | 0.9143 | 1.6567 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 46.5909 | 36.3636 | 56.8182 | 46.5909 | 36.3636 | 56.8182 |
Ratio Avg Win / Avg Loss | 2.3989 | 3.6166 | 1.6211 | 1.4174 | 1.6001 | 1.2591 |
Largest Winning Trade | 316055 | 316055 | 60036 | 318628 | 318628 | 256648 |
Largest Losing Trade | -50219 | -23059 | -50219 | -429723 | -211947 | -429723 |
Avg Bars in Trades | 119 | 78 | 159 | 119 | 78 | 159 |
Avg Bars in Winners | 185 | 121 | 226 | 185 | 121 | 226 |
Avg Bars in Losers | 61 | 54 | 71 | 61 | 54 | 71 |
Bars Traded | 10474 | 3462 | 7012 | 10474 | 3462 | 7012 |
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 | 422538 | 219218 | -27596 | -39000 | -583244 | -22404 |
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{ "first_band": { "type": "swma", "factors": { "length": 59, "offset": 50 } }, "second_band": { "type": "dema", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 59, "offset": 50 } }, "second_band": { "type": "dema", "factors": { "length": 229, "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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