Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657012.4131 | 569158.9161 | 87853.497 | 625770.6531 | 229472.3382 | 396298.3149 |
Total P&L (%) | 657.0124 | 569.1589 | 87.8535 | 625.7707 | 229.4723 | 396.2983 |
Avg Daily Profit (%) | 0.3504 | 0.3036 | 0.0469 | 0.1058 | 0.0636 | 0.0855 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98541 | -70567 | -54359 | -634692 | -487634 | -287614 |
Profit Factor | 2.2985 | 3.0392 | 1.3872 | 1.2511 | 1.1617 | 1.3695 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 38.3721 | 30.2326 | 46.5116 | 38.3721 | 30.2326 | 46.5116 |
Ratio Avg Win / Avg Loss | 3.6915 | 7.0136 | 1.5953 | 2.0094 | 2.6808 | 1.575 |
Largest Winning Trade | 487696 | 487696 | 60980 | 346845 | 346845 | 212810 |
Largest Losing Trade | -31227 | -28464 | -31227 | -110275 | -110275 | -109768 |
Avg Bars in Trades | 84 | 74 | 93 | 84 | 74 | 93 |
Avg Bars in Winners | 158 | 158 | 158 | 158 | 158 | 158 |
Avg Bars in Losers | 37 | 38 | 36 | 37 | 38 | 36 |
Bars Traded | 7231 | 3220 | 4012 | 7231 | 3220 | 4012 |
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 | 338660 | 255314 | -129910 | -54764 | -157188 | -78522 |
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{ "first_band": { "type": "swma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 22, "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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