Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1927841.757 | 1841453.1466 | 86388.6104 | 5057702.6898 | 1828650.6108 | 3229052.079 |
Total P&L (%) | 1927.8418 | 1841.4531 | 86.3886 | 5057.7027 | 1828.6506 | 3229.0521 |
Avg Daily Profit (%) | 0.8154 | 0.7788 | 0.0365 | 0.1669 | 0.1252 | 0.1484 |
Buy And Hold Return (%) | 485.7918 | 485.7918 | 485.7918 | 485.7918 | 485.7918 | 485.7918 |
Max Trade Drawdown | -78002 | -134231 | -35311 | -5514711 | -4810166 | -3208091 |
Profit Factor | 4.7666 | 7.1625 | 1.4056 | 1.2574 | 1.1493 | 1.4362 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 35.1351 | 29.7297 | 40.5405 | 35.1351 | 29.7297 | 40.5405 |
Ratio Avg Win / Avg Loss | 8.7999 | 16.9296 | 2.0615 | 2.3214 | 2.7166 | 2.1064 |
Largest Winning Trade | 1521083 | 1521083 | 65108 | 5177658 | 5177658 | 4170662 |
Largest Losing Trade | -33368 | -33368 | -22682 | -2317137 | -2075186 | -2317137 |
Avg Bars in Trades | 92 | 85 | 99 | 92 | 85 | 99 |
Avg Bars in Winners | 175 | 195 | 160 | 175 | 195 | 160 |
Avg Bars in Losers | 47 | 39 | 58 | 47 | 39 | 58 |
Bars Traded | 6856 | 3168 | 3688 | 6856 | 3168 | 3688 |
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 | -56005 | 365098 | -311699 | -65868 | -91940 | 127815 |
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{ "first_band": { "type": "swma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 23, "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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