Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342934.6624 | 510471.1761 | -167536.5138 | -90811.6151 | 40772.9138 | -131584.5289 |
Total P&L (%) | 342.9347 | 510.4712 | -167.5365 | -90.8116 | 40.7729 | -131.5845 |
Avg Daily Profit (%) | 0.1857 | 0.2765 | -0.0907 | -0.1292 | 0.0185 | 0 |
Buy And Hold Return (%) | 100.6023 | 100.6023 | 100.6023 | 100.6023 | 100.6023 | 100.6023 |
Max Trade Drawdown | -157187 | -95384 | -176794 | -73308 | -41180 | -74639 |
Profit Factor | 1.4003 | 2.6887 | 0.6978 | 0.6763 | 1.53 | 0.3538 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 41.5385 | 43.75 | 39.3939 | 41.5385 | 43.75 | 39.3939 |
Ratio Avg Win / Avg Loss | 1.9708 | 3.4569 | 1.0735 | 0.9518 | 1.9671 | 0.5442 |
Largest Winning Trade | 293020 | 293020 | 75304 | 57887 | 57887 | 19494 |
Largest Losing Trade | -72891 | -40067 | -72891 | -66212 | -25272 | -66212 |
Avg Bars in Trades | 109 | 118 | 100 | 109 | 118 | 100 |
Avg Bars in Winners | 171 | 165 | 177 | 171 | 165 | 177 |
Avg Bars in Losers | 65 | 81 | 51 | 65 | 81 | 51 |
Bars Traded | 7120 | 3793 | 3327 | 7120 | 3793 | 3327 |
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 | -133008 | 362650 | -583260 | -720346 | -333750 | -584927 |
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{ "first_band": { "type": "swma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 131, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 131, "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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