Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202831.6061 | 149649.1003 | 53182.5058 | 232004.5601 | 218526.0351 | 13478.525 |
Total P&L (%) | 202.8316 | 149.6491 | 53.1825 | 232.0046 | 218.526 | 13.4785 |
Avg Daily Profit (%) | 0.3894 | 0.2873 | 0.1021 | 0.2307 | 0.2227 | 0.0243 |
Buy And Hold Return (%) | 12.5917 | 12.5917 | 12.5917 | 12.5917 | 12.5917 | 12.5917 |
Max Trade Drawdown | -70911 | -61613 | -75688 | -126870 | -78363 | -130215 |
Profit Factor | 1.7333 | 2.2645 | 1.3361 | 1.5025 | 2.3105 | 1.0457 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 64.8649 | 67.5676 | 62.1622 | 64.8649 | 67.5676 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.9389 | 1.087 | 0.8133 | 0.8139 | 1.1091 | 0.6365 |
Largest Winning Trade | 43863 | 43863 | 25918 | 57156 | 54820 | 57156 |
Largest Losing Trade | -57184 | -26412 | -57184 | -94600 | -33044 | -94600 |
Avg Bars in Trades | 325 | 344 | 307 | 325 | 344 | 307 |
Avg Bars in Winners | 249 | 237 | 262 | 249 | 237 | 262 |
Avg Bars in Losers | 466 | 566 | 380 | 466 | 566 | 380 |
Bars Traded | 24111 | 12740 | 11371 | 24111 | 12740 | 11371 |
Profit Streak | 17.3708 | 0 | 58.85 | 17.3708 | 0 | 58.85 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56825 | 478114 | -57635 | -59035 | 461423 | -473813 |
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{ "first_band": { "type": "swma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 230, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 230, "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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