Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144258.0879 | 63713.6077 | 80544.4802 | 173107.6012 | 53639.9047 | 119467.6965 |
Total P&L (%) | 144.2581 | 63.7136 | 80.5445 | 173.1076 | 53.6399 | 119.4677 |
Avg Daily Profit (%) | 0.277 | 0.1223 | 0.1546 | 0.1931 | 0.0825 | 0.151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42715 | -33495 | -43857 | -75360 | -64305 | -46629 |
Profit Factor | 1.4798 | 1.4789 | 1.4806 | 1.3678 | 1.249 | 1.4681 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 57.3427 | 57.7465 | 56.9444 | 57.3427 | 57.7465 | 56.9444 |
Ratio Avg Win / Avg Loss | 1.1008 | 1.0821 | 1.1194 | 1.0175 | 0.9139 | 1.11 |
Largest Winning Trade | 46511 | 46511 | 19242 | 32872 | 32872 | 31202 |
Largest Losing Trade | -33270 | -19683 | -33270 | -38030 | -27975 | -38030 |
Avg Bars in Trades | 170 | 186 | 154 | 170 | 186 | 154 |
Avg Bars in Winners | 167 | 170 | 163 | 167 | 170 | 163 |
Avg Bars in Losers | 174 | 207 | 142 | 174 | 207 | 142 |
Bars Traded | 24363 | 13220 | 11143 | 24363 | 13220 | 11143 |
Profit Streak | 10.0704 | 19.9662 | 10.0704 | 10.0704 | 19.9662 | 10.0704 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407731 | -114120 | -69766 | 357283 | -170988 | -69873 |
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{ "first_band": { "type": "swma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 230, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "ema", "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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