Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -73757.5614 | 113980.9818 | -187738.5432 | 2431235.1401 | 908270.8978 | 1522964.2423 |
Total P&L (%) | -73.7576 | 113.981 | -187.7385 | 2431.2351 | 908.2709 | 1522.9642 |
Avg Daily Profit (%) | -0.0388 | 0.06 | -0.0988 | 0.1702 | 0.1217 | 0.1468 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -401872 | -62446 | -385947 | -1256331 | -1328017 | -1133433 |
Profit Factor | 0.9063 | 1.476 | 0.657 | 1.6646 | 1.4137 | 2.0412 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 55 | 23 | 32 | 41 | 19 | 22 |
Losing Trades | 20 | 14 | 6 | 34 | 18 | 16 |
Profitability (%) | 73.3333 | 62.1622 | 84.2105 | 54.6667 | 51.3514 | 57.8947 |
Ratio Avg Win / Avg Loss | 0.3296 | 0.8984 | 0.1232 | 1.3804 | 1.3393 | 1.4845 |
Largest Winning Trade | 41504 | 41504 | 39009 | 986873 | 407831 | 986873 |
Largest Losing Trade | -343975 | -41154 | -343975 | -1256331 | -1256331 | -657298 |
Avg Bars in Trades | 96 | 114 | 79 | 96 | 114 | 79 |
Avg Bars in Winners | 38 | 31 | 43 | 102 | 123 | 84 |
Avg Bars in Losers | 256 | 250 | 271 | 89 | 104 | 72 |
Bars Traded | 7244 | 4226 | 3018 | 7244 | 4226 | 3018 |
Profit Streak | 27.1515 | 0 | 342.1515 | 27.1515 | 0 | 342.1515 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -638212 | -111755 | -575062 | -50029 | -29190 | 306166 |
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{ "first_band": { "type": "ema", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 226, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 226, "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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