Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2093685.1245 | 2003521.188 | 90163.9365 | 4923007.7453 | -1023107.1106 | 5946114.8559 |
Total P&L (%) | 2093.6851 | 2003.5212 | 90.1639 | 4923.0077 | -1023.1071 | 5946.1149 |
Avg Daily Profit (%) | 1.1185 | 1.0704 | 0.0482 | 0.2095 | 0 | 0.2194 |
Buy And Hold Return (%) | 489.1466 | 489.1466 | 489.1466 | 489.1466 | 489.1466 | 489.1466 |
Max Trade Drawdown | -117919 | -94413 | -58659 | -9775652 | -7062609 | -3971610 |
Profit Factor | 4.2325 | 6.8797 | 1.2937 | 1.1359 | 0.9499 | 1.3758 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
Profitability (%) | 36.1702 | 25.5319 | 46.8085 | 36.1702 | 25.5319 | 46.8085 |
Ratio Avg Win / Avg Loss | 7.4691 | 20.0657 | 1.4702 | 2.0045 | 2.7705 | 1.5635 |
Largest Winning Trade | 1354907 | 1354907 | 57502 | 4869893 | 4869893 | 3199162 |
Largest Losing Trade | -39297 | -21964 | -39297 | -2808532 | -2431679 | -2808532 |
Avg Bars in Trades | 235 | 203 | 267 | 235 | 203 | 267 |
Avg Bars in Winners | 442 | 433 | 447 | 442 | 433 | 447 |
Avg Bars in Losers | 117 | 124 | 108 | 117 | 124 | 108 |
Bars Traded | 22121 | 9559 | 12562 | 22121 | 9559 | 12562 |
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 | 488659 | -7875 | -295473 | -66970 | -605667 | 313266 |
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{ "first_band": { "type": "swma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 180, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 180, "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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