Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512817.3076 | 403726.5491 | 109090.7585 | 170911.9945 | 36914.3141 | 133997.6804 |
Total P&L (%) | 512.8173 | 403.7265 | 109.0908 | 170.912 | 36.9143 | 133.9977 |
Avg Daily Profit (%) | 0.2236 | 0.1761 | 0.0476 | 0.0435 | 0.0137 | 0.0371 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103188 | -138900 | -120061 | -135882 | -229948 | -128691 |
Profit Factor | 1.4021 | 1.5309 | 1.2119 | 1.118 | 1.0407 | 1.248 |
Total Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Winning Trades | 151 | 71 | 80 | 151 | 71 | 80 |
Losing Trades | 140 | 75 | 65 | 140 | 75 | 65 |
Profitability (%) | 51.89 | 48.6301 | 55.1724 | 51.89 | 48.6301 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.3 | 1.6171 | 0.9847 | 1.0366 | 1.0993 | 1.014 |
Largest Winning Trade | 235108 | 235108 | 46190 | 126380 | 126380 | 34361 |
Largest Losing Trade | -55506 | -35763 | -55506 | -67732 | -54024 | -67732 |
Avg Bars in Trades | 46 | 54 | 37 | 46 | 54 | 37 |
Avg Bars in Winners | 49 | 54 | 45 | 49 | 54 | 45 |
Avg Bars in Losers | 42 | 55 | 28 | 42 | 55 | 28 |
Bars Traded | 13453 | 7983 | 5470 | 13453 | 7983 | 5470 |
Profit Streak | 0 | 0 | 80.9528 | 0 | 0 | 80.9528 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385725 | 335591 | -129532 | -223788 | -353538 | -141637 |
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{ "first_band": { "type": "dema", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 16, "offset": 12 } } }
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# | 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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