Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1358654.0289 | 1223590.4052 | 135063.6237 | 14731948.1858 | 11779593.4944 | 2952354.6914 |
Total P&L (%) | 1358.654 | 1223.5904 | 135.0636 | 14731.9482 | 11779.5935 | 2952.3547 |
Avg Daily Profit (%) | 0.6189 | 0.5574 | 0.0615 | 0.228 | 0.2179 | 0.1559 |
Buy And Hold Return (%) | 502.2854 | 502.2854 | 502.2854 | 502.2854 | 502.2854 | 502.2854 |
Max Trade Drawdown | -80773 | -85100 | -79589 | -2050959 | -2050959 | -980061 |
Profit Factor | 4.448 | 6.252 | 1.8386 | 2.7325 | 2.874 | 2.3313 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 43.0769 | 33.3333 | 53.125 | 43.0769 | 33.3333 | 53.125 |
Ratio Avg Win / Avg Loss | 5.8778 | 12.504 | 1.6223 | 3.6107 | 5.748 | 2.057 |
Largest Winning Trade | 667221 | 667221 | 62514 | 7819227 | 7819227 | 1176966 |
Largest Losing Trade | -37457 | -37457 | -33197 | -2050959 | -2050959 | -498167 |
Avg Bars in Trades | 198 | 176 | 220 | 198 | 176 | 220 |
Avg Bars in Winners | 335 | 343 | 329 | 335 | 343 | 329 |
Avg Bars in Losers | 94 | 93 | 97 | 94 | 93 | 97 |
Bars Traded | 12894 | 5831 | 7063 | 12894 | 5831 | 7063 |
Profit Streak | 0 | 0 | 324.617 | 0 | 0 | 324.617 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123334 | 328771 | -271319 | -125479 | 258158 | 471243 |
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{ "first_band": { "type": "swma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 115, "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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