Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1752794.338 | 1524992.6393 | 227801.6986 | 89322357.0517 | 71417708.572 | 17904648.4797 |
Total P&L (%) | 1752.7943 | 1524.9926 | 227.8017 | 89322.3571 | 71417.7086 | 17904.6485 |
Avg Daily Profit (%) | 0.7007 | 0.6096 | 0.0911 | 0.272 | 0.2631 | 0.2078 |
Buy And Hold Return (%) | 454.223 | 454.223 | 454.223 | 454.223 | 454.223 | 454.223 |
Max Trade Drawdown | -64584 | -49264 | -54147 | -95402406 | -69765325 | -77930111 |
Profit Factor | 5.222 | 8.309 | 2.1031 | 1.2647 | 1.4022 | 1.112 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 40.4494 | 33.3333 | 47.7273 | 40.4494 | 33.3333 | 47.7273 |
Ratio Avg Win / Avg Loss | 7.6879 | 16.618 | 2.3034 | 1.8619 | 2.8044 | 1.2179 |
Largest Winning Trade | 924190 | 924190 | 59341 | 81682473 | 81682473 | 45451604 |
Largest Losing Trade | -34913 | -23108 | -34913 | -45017203 | -27204958 | -45017203 |
Avg Bars in Trades | 82 | 73 | 91 | 82 | 73 | 91 |
Avg Bars in Winners | 160 | 168 | 155 | 160 | 168 | 155 |
Avg Bars in Losers | 29 | 26 | 32 | 29 | 26 | 32 |
Bars Traded | 7350 | 3318 | 4032 | 7350 | 3318 | 4032 |
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 | 520213 | 390883 | -233996 | 221613 | 143305 | -90072 |
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{ "first_band": { "type": "swma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 6, "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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