Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 964184.1088 | 821191.3103 | 142992.7986 | 17773915.1396 | 19526042.6289 | -1752127.4893 |
Total P&L (%) | 964.1841 | 821.1913 | 142.9928 | 17773.9151 | 19526.0426 | -1752.1275 |
Avg Daily Profit (%) | 0.3856 | 0.3284 | 0.0572 | 0.2076 | 0.2114 | 0 |
Buy And Hold Return (%) | 674.1794 | 674.1794 | 674.1794 | 674.1794 | 674.1794 | 674.1794 |
Max Trade Drawdown | -101604 | -48468 | -79448 | -10015793 | -4032291 | -9123020 |
Profit Factor | 2.9814 | 4.5991 | 1.5533 | 1.6768 | 2.8076 | 0.8867 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 52.4752 | 52 | 52.9412 | 52.4752 | 52 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.7001 | 4.2453 | 1.3807 | 1.5186 | 2.5917 | 0.7882 |
Largest Winning Trade | 337419 | 337419 | 50107 | 10016262 | 10016262 | 2397042 |
Largest Losing Trade | -57020 | -30287 | -57020 | -7403758 | -2579900 | -7403758 |
Avg Bars in Trades | 96 | 98 | 94 | 96 | 98 | 94 |
Avg Bars in Winners | 125 | 125 | 126 | 125 | 125 | 126 |
Avg Bars in Losers | 63 | 70 | 57 | 63 | 70 | 57 |
Bars Traded | 9739 | 4944 | 4795 | 9739 | 4944 | 4795 |
Profit Streak | 86.7447 | 94.2447 | 86.7447 | 86.7447 | 94.2447 | 86.7447 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15081 | -260537 | -459820 | 461868 | -165743 | -759893 |
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{ "first_band": { "type": "swma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 129, "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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