Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391981.7341 | 315670.5543 | 76311.1798 | -330.8616 | 153142.2875 | -153473.1491 |
Total P&L (%) | 391.9817 | 315.6706 | 76.3112 | -0.3309 | 153.1423 | -153.4731 |
Avg Daily Profit (%) | 0.2468 | 0.1988 | 0.0481 | -0.0002 | 0.0585 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184471 | -164677 | -88171 | -434180 | -288274 | -260803 |
Profit Factor | 1.4808 | 1.7737 | 1.1874 | 0.9998 | 1.2438 | 0.8205 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 58.6777 | 56.6667 | 60.6557 | 58.6777 | 56.6667 | 60.6557 |
Ratio Avg Win / Avg Loss | 1.0428 | 1.3563 | 0.7702 | 0.7041 | 0.9512 | 0.5322 |
Largest Winning Trade | 136124 | 136124 | 46283 | 86125 | 86125 | 67878 |
Largest Losing Trade | -68647 | -55436 | -68647 | -252453 | -85447 | -252453 |
Avg Bars in Trades | 154 | 174 | 134 | 154 | 174 | 134 |
Avg Bars in Winners | 128 | 162 | 98 | 128 | 162 | 98 |
Avg Bars in Losers | 190 | 189 | 190 | 190 | 189 | 190 |
Bars Traded | 18650 | 10441 | 8209 | 18650 | 10441 | 8209 |
Profit Streak | 62.5162 | 78.7662 | 62.5162 | 62.5162 | 78.7662 | 62.5162 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435657 | -157489 | -304113 | -577886 | -284082 | -740102 |
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{ "first_band": { "type": "swma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 212, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 212, "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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