Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538450.2247 | 403043.1525 | 135407.0721 | 1363155.4145 | 338503.2352 | 1024652.1793 |
Total P&L (%) | 538.4502 | 403.0432 | 135.4071 | 1363.1554 | 338.5032 | 1024.6522 |
Avg Daily Profit (%) | 0.2153 | 0.1612 | 0.0542 | 0.1074 | 0.0591 | 0.0968 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72223 | -89979 | -94861 | -1607191 | -1012804 | -977915 |
Profit Factor | 1.7883 | 2.2095 | 1.3871 | 1.2018 | 1.0948 | 1.322 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 41.9355 | 41.9355 | 41.9355 | 41.9355 | 41.9355 | 41.9355 |
Ratio Avg Win / Avg Loss | 2.4761 | 3.0594 | 1.9206 | 1.6641 | 1.5158 | 1.8304 |
Largest Winning Trade | 130792 | 130792 | 60399 | 772798 | 732349 | 772798 |
Largest Losing Trade | -32328 | -25981 | -32328 | -977915 | -513584 | -977915 |
Avg Bars in Trades | 79 | 76 | 81 | 79 | 76 | 81 |
Avg Bars in Winners | 125 | 123 | 128 | 125 | 123 | 128 |
Avg Bars in Losers | 45 | 43 | 48 | 45 | 43 | 48 |
Bars Traded | 9844 | 4763 | 5081 | 9844 | 4763 | 5081 |
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 | 315116 | -146100 | -276470 | -51451 | -386722 | -219548 |
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{ "first_band": { "type": "swma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 46, "offset": 0 } } }
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# | 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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