Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161624 | 84842.1901 | 76781.8099 | 182224.6063 | 92472.2782 | 89752.3281 |
Total P&L (%) | 161.624 | 84.8422 | 76.7818 | 182.2246 | 92.4723 | 89.7523 |
Avg Daily Profit (%) | 0.3103 | 0.1629 | 0.1474 | 0.1994 | 0.1258 | 0.1231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86239 | -59809 | -73061 | -66702 | -49168 | -56785 |
Profit Factor | 1.3165 | 1.3205 | 1.3122 | 1.3273 | 1.3128 | 1.3437 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Losing Trades | 119 | 57 | 62 | 119 | 57 | 62 |
Profitability (%) | 49.5763 | 51.6949 | 47.4576 | 49.5763 | 51.6949 | 47.4576 |
Ratio Avg Win / Avg Loss | 1.339 | 1.2339 | 1.4528 | 1.35 | 1.2268 | 1.4877 |
Largest Winning Trade | 28182 | 25661 | 28182 | 36928 | 36928 | 21565 |
Largest Losing Trade | -21735 | -21735 | -14484 | -29897 | -29897 | -20136 |
Avg Bars in Trades | 103 | 108 | 98 | 103 | 108 | 98 |
Avg Bars in Winners | 116 | 120 | 111 | 116 | 120 | 111 |
Avg Bars in Losers | 90 | 94 | 87 | 90 | 94 | 87 |
Bars Traded | 24442 | 12763 | 11679 | 24442 | 12763 | 11679 |
Profit Streak | 7.0732 | 8.3648 | 0 | 7.0732 | 8.3648 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357598 | 273434 | 76202 | 325849 | -24830 | -30170 |
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{ "first_band": { "type": "swma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 156, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 156, "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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