Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 675435.1891 | 498893.2497 | 176541.9394 | 1740971.6837 | 1092901.8972 | 648069.7865 |
Total P&L (%) | 675.4352 | 498.8933 | 176.5419 | 1740.9717 | 1092.9019 | 648.0698 |
Avg Daily Profit (%) | 0.2953 | 0.2181 | 0.0772 | 0.1274 | 0.1085 | 0.088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138404 | -91842 | -97786 | -341802 | -317955 | -225140 |
Profit Factor | 2.0819 | 2.442 | 1.6342 | 1.8954 | 1.9882 | 1.7729 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 40.6593 | 39.1304 | 42.2222 | 40.6593 | 39.1304 | 42.2222 |
Ratio Avg Win / Avg Loss | 3.0384 | 3.7987 | 2.2363 | 2.7662 | 3.0928 | 2.4261 |
Largest Winning Trade | 216639 | 216639 | 56426 | 583452 | 583452 | 359406 |
Largest Losing Trade | -28290 | -28290 | -25236 | -205391 | -205391 | -182885 |
Avg Bars in Trades | 49 | 44 | 53 | 49 | 44 | 53 |
Avg Bars in Winners | 79 | 72 | 85 | 79 | 72 | 85 |
Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
Bars Traded | 4476 | 2052 | 2424 | 4476 | 2052 | 2424 |
Profit Streak | 0 | 0 | 43.0268 | 0 | 0 | 43.0268 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339159 | 297932 | -89193 | -22250 | -48161 | -74063 |
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{ "first_band": { "type": "swma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 19, "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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