Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1353128.139 | 1324250.4275 | 28877.7115 | 15543783.4709 | 14352591.9555 | 1191191.5155 |
Total P&L (%) | 1353.1281 | 1324.2504 | 28.8777 | 15543.7835 | 14352.592 | 1191.1915 |
Avg Daily Profit (%) | 0.7235 | 0.708 | 0.0154 | 0.2705 | 0.2663 | 0.1369 |
Buy And Hold Return (%) | 7972.8268 | 7972.8268 | 7972.8268 | 7972.8268 | 7972.8268 | 7972.8268 |
Max Trade Drawdown | -120501 | -110941 | -61584 | -5391360 | -3217822 | -6870913 |
Profit Factor | 4.1629 | 7.7192 | 1.1252 | 1.8163 | 3.2573 | 1.0939 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 55 | 60 | 50 | 55 | 60 | 50 |
Ratio Avg Win / Avg Loss | 3.406 | 5.1461 | 1.1252 | 1.4861 | 2.1716 | 1.0939 |
Largest Winning Trade | 558728 | 558728 | 59628 | 4750013 | 3544371 | 4750013 |
Largest Losing Trade | -54612 | -54612 | -51273 | -5391360 | -1946122 | -5391360 |
Avg Bars in Trades | 88 | 98 | 78 | 88 | 98 | 78 |
Avg Bars in Winners | 118 | 130 | 103 | 118 | 130 | 103 |
Avg Bars in Losers | 53 | 51 | 54 | 53 | 51 | 54 |
Bars Traded | 5328 | 2960 | 2368 | 5328 | 2960 | 2368 |
Profit Streak | 0 | 165.7834 | 0 | 0 | 165.7834 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -318936 | -142654 | -420893 | -169101 | 317712 | -292940 |
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{ "first_band": { "type": "swma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 149, "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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