Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298533.3434 | 323043.547 | -24510.2037 | -94419.3097 | 26028.6073 | -120447.9171 |
Total P&L (%) | 298.5333 | 323.0435 | -24.5102 | -94.4193 | 26.0286 | -120.4479 |
Avg Daily Profit (%) | 0.1593 | 0.1724 | -0.0131 | -0.1539 | 0.0123 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97665 | -61885 | -135491 | -129843 | -8035 | -134302 |
Profit Factor | 1.5811 | 2.6374 | 0.9225 | 0.4395 | 2.377 | 0.1946 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 50.8475 | 48.2759 | 53.3333 | 50.8475 | 48.2759 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.5284 | 2.8258 | 0.8072 | 0.4248 | 2.5468 | 0.1702 |
Largest Winning Trade | 328253 | 328253 | 56092 | 22859 | 22859 | 10087 |
Largest Losing Trade | -97665 | -37312 | -97665 | -129843 | -4659 | -129843 |
Avg Bars in Trades | 61 | 51 | 71 | 61 | 51 | 71 |
Avg Bars in Winners | 74 | 55 | 90 | 74 | 55 | 90 |
Avg Bars in Losers | 48 | 48 | 48 | 48 | 48 | 48 |
Bars Traded | 3638 | 1503 | 2135 | 3638 | 1503 | 2135 |
Profit Streak | 0 | 52.8243 | 0 | 0 | 52.8243 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169203 | 441119 | -580393 | -760167 | -175161 | -580393 |
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{ "first_band": { "type": "sma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 53, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 53, "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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