Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1416222.4188 | 1413055.661 | 3166.7577 | 113210.9039 | 572445.2368 | -459234.3329 |
Total P&L (%) | 1416.2224 | 1413.0557 | 3.1668 | 113.2109 | 572.4452 | -459.2343 |
Avg Daily Profit (%) | 0.764 | 0.7623 | 0.0017 | 0.0409 | 0.1029 | 0 |
Buy And Hold Return (%) | 78.2524 | 78.2524 | 78.2524 | 78.2524 | 78.2524 | 78.2524 |
Max Trade Drawdown | -120530 | -86878 | -89658 | -973858 | -462563 | -685118 |
Profit Factor | 3.3693 | 5.8598 | 1.0103 | 1.0431 | 1.4929 | 0.6869 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 35.0649 | 30.7692 | 39.4737 | 35.0649 | 30.7692 | 39.4737 |
Ratio Avg Win / Avg Loss | 6.2395 | 13.1846 | 1.5492 | 1.9316 | 3.3589 | 1.0532 |
Largest Winning Trade | 1445430 | 1445430 | 68527 | 1055093 | 1055093 | 252965 |
Largest Losing Trade | -34027 | -27923 | -34027 | -235165 | -143780 | -235165 |
Avg Bars in Trades | 139 | 126 | 153 | 139 | 126 | 153 |
Avg Bars in Winners | 256 | 258 | 254 | 256 | 258 | 254 |
Avg Bars in Losers | 76 | 68 | 86 | 76 | 68 | 86 |
Bars Traded | 10753 | 4939 | 5814 | 10753 | 4939 | 5814 |
Profit Streak | 0 | 0 | 38.4828 | 0 | 0 | 38.4828 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32784 | 497204 | -567909 | -389244 | -60324 | -582645 |
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{ "first_band": { "type": "swma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 130, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 130, "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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