Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1217835.8956 | 1142811.3282 | 75024.5674 | 3811217.257 | 556021.681 | 3255195.576 |
Total P&L (%) | 1217.8359 | 1142.8113 | 75.0246 | 3811.2173 | 556.0217 | 3255.1956 |
Avg Daily Profit (%) | 0.4867 | 0.4567 | 0.03 | 0.1466 | 0.0752 | 0.1405 |
Buy And Hold Return (%) | 470.3125 | 470.3125 | 470.3125 | 470.3125 | 470.3125 | 470.3125 |
Max Trade Drawdown | -92719 | -58282 | -71813 | -6267131 | -3359873 | -3815758 |
Profit Factor | 3.5883 | 6.4637 | 1.2871 | 1.2813 | 1.0733 | 1.5456 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 40 | 36.6667 | 43.3333 | 40 | 36.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 5.3825 | 11.1645 | 1.6831 | 1.922 | 1.854 | 2.0212 |
Largest Winning Trade | 678857 | 678857 | 59459 | 3095939 | 2049943 | 3095939 |
Largest Losing Trade | -35184 | -34644 | -35184 | -1665126 | -1665126 | -1460968 |
Avg Bars in Trades | 244 | 221 | 267 | 244 | 221 | 267 |
Avg Bars in Winners | 393 | 365 | 417 | 393 | 365 | 417 |
Avg Bars in Losers | 145 | 138 | 152 | 145 | 138 | 152 |
Bars Traded | 14660 | 6648 | 8012 | 14660 | 6648 | 8012 |
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 | -163894 | 342159 | -320132 | -173471 | -345174 | -5063 |
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{ "first_band": { "type": "swma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 119, "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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