Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355276.3227 | 197855.0657 | 157421.2569 | 460943.1555 | 205608.5955 | 255334.5601 |
Total P&L (%) | 355.2763 | 197.8551 | 157.4213 | 460.9432 | 205.6086 | 255.3346 |
Avg Daily Profit (%) | 0.1812 | 0.1009 | 0.0803 | 0.088 | 0.057 | 0.0647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94844 | -93173 | -51499 | -251338 | -260481 | -139413 |
Profit Factor | 1.491 | 1.4966 | 1.4841 | 1.2871 | 1.2303 | 1.3583 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 107 | 58 | 49 | 107 | 58 | 49 |
Profitability (%) | 40.884 | 36.2637 | 45.5556 | 40.884 | 36.2637 | 45.5556 |
Ratio Avg Win / Avg Loss | 2.1559 | 2.6304 | 1.7737 | 1.8611 | 2.1623 | 1.6233 |
Largest Winning Trade | 96786 | 96786 | 42200 | 195803 | 195803 | 87972 |
Largest Losing Trade | -25404 | -25404 | -17240 | -72851 | -69347 | -72851 |
Avg Bars in Trades | 128 | 126 | 129 | 128 | 126 | 129 |
Avg Bars in Winners | 204 | 219 | 193 | 204 | 219 | 193 |
Avg Bars in Losers | 75 | 74 | 76 | 75 | 74 | 76 |
Bars Traded | 23211 | 11552 | 11659 | 23211 | 11552 | 11659 |
Profit Streak | 231.4496 | 231.4496 | 264.8663 | 231.4496 | 231.4496 | 264.8663 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309757 | -60563 | -84142 | -75606 | -120738 | -105711 |
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{ "first_band": { "type": "swma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 46, "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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