Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556362.305 | 390662.9085 | 165699.3965 | 902153.9231 | 457055.7094 | 445098.2138 |
Total P&L (%) | 556.3623 | 390.6629 | 165.6994 | 902.1539 | 457.0557 | 445.0982 |
Avg Daily Profit (%) | 0.2671 | 0.1876 | 0.0796 | 0.1107 | 0.0825 | 0.0815 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135668 | -113612 | -82087 | -1740499 | -1317521 | -677181 |
Profit Factor | 1.5373 | 1.7163 | 1.3381 | 1.0946 | 1.0877 | 1.1029 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 121 | 65 | 56 | 121 | 65 | 56 |
Profitability (%) | 41.2621 | 36.8932 | 45.6311 | 41.2621 | 36.8932 | 45.6311 |
Ratio Avg Win / Avg Loss | 2.1884 | 2.9358 | 1.5943 | 1.5582 | 1.8606 | 1.3141 |
Largest Winning Trade | 129796 | 129796 | 48624 | 843574 | 843574 | 374248 |
Largest Losing Trade | -40359 | -25430 | -40359 | -371637 | -371637 | -301275 |
Avg Bars in Trades | 120 | 128 | 112 | 120 | 128 | 112 |
Avg Bars in Winners | 172 | 191 | 156 | 172 | 191 | 156 |
Avg Bars in Losers | 83 | 90 | 75 | 83 | 90 | 75 |
Bars Traded | 24743 | 13187 | 11556 | 24743 | 13187 | 11556 |
Profit Streak | 17.9252 | 0 | 20.9252 | 17.9252 | 0 | 20.9252 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342079 | 194068 | -86723 | -161835 | -211075 | -192942 |
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{ "first_band": { "type": "swma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 153, "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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