Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612150.6362 | 425029.8254 | 187120.8109 | 577350.6016 | -850050.5322 | 1427401.1338 |
Total P&L (%) | 612.1506 | 425.0298 | 187.1208 | 577.3506 | -850.0505 | 1427.4011 |
Avg Daily Profit (%) | 0.3377 | 0.2345 | 0.1032 | 0.1056 | 0 | 0.1505 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116224 | -98645 | -45242 | -2160278 | -1859416 | -880569 |
Profit Factor | 2.5084 | 2.6241 | 2.2983 | 1.0885 | 0.7971 | 1.6126 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 22 | 8 | 14 | 22 | 8 | 14 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 34.9206 | 25 | 45.1613 | 34.9206 | 25 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.6747 | 7.8723 | 2.7907 | 2.0287 | 2.3914 | 1.9581 |
Largest Winning Trade | 472611 | 472611 | 62816 | 944168 | 944168 | 577212 |
Largest Losing Trade | -29571 | -29571 | -23748 | -425020 | -425020 | -409946 |
Avg Bars in Trades | 53 | 36 | 71 | 53 | 36 | 71 |
Avg Bars in Winners | 113 | 96 | 123 | 113 | 96 | 123 |
Avg Bars in Losers | 21 | 15 | 29 | 21 | 15 | 29 |
Bars Traded | 3377 | 1152 | 2225 | 3377 | 1152 | 2225 |
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 | -143145 | -16926 | -52700 | -330744 | -607847 | 314846 |
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{ "first_band": { "type": "ema", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 10, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 10, "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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