Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2232024.5089 | 2219781.9103 | 12242.5986 | 3667.8448 | 5744213.1522 | -5740545.3073 |
Total P&L (%) | 2232.0245 | 2219.7819 | 12.2426 | 3.6678 | 5744.2132 | -5740.5453 |
Avg Daily Profit (%) | 0.9667 | 0.9614 | 0.0053 | 0.0016 | 0.1763 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207278 | -146996 | -95499 | -7645543 | -895526 | -6843538 |
Profit Factor | 4.0959 | 7.0172 | 1.0348 | 1.0004 | 5.031 | 0.2437 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 45.4545 | 46.1538 | 44.7368 | 45.4545 | 46.1538 | 44.7368 |
Ratio Avg Win / Avg Loss | 4.9151 | 8.1868 | 1.2783 | 1.2005 | 5.8695 | 0.3011 |
Largest Winning Trade | 2096590 | 2096590 | 73061 | 4678084 | 4678084 | 641647 |
Largest Losing Trade | -88496 | -44224 | -88496 | -6843538 | -393404 | -6843538 |
Avg Bars in Trades | 83 | 78 | 88 | 83 | 78 | 88 |
Avg Bars in Winners | 116 | 108 | 125 | 116 | 108 | 125 |
Avg Bars in Losers | 55 | 53 | 58 | 55 | 53 | 58 |
Bars Traded | 6431 | 3070 | 3361 | 6431 | 3070 | 3361 |
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 | -27602 | 732931 | -466054 | -624628 | 510411 | -582811 |
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{ "first_band": { "type": "swma", "factors": { "length": 17, "offset": 129 } }, "second_band": { "type": "ema", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 17, "offset": 129 } }, "second_band": { "type": "ema", "factors": { "length": 139, "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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