Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 918925.9425 | 756356.2531 | 162569.6894 | 902345.3062 | 608578.7586 | 293766.5475 |
Total P&L (%) | 918.9259 | 756.3563 | 162.5697 | 902.3453 | 608.5788 | 293.7665 |
Avg Daily Profit (%) | 0.5764 | 0.4745 | 0.102 | 0.1447 | 0.1229 | 0.086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125751 | -77491 | -83918 | -921803 | -537715 | -939170 |
Profit Factor | 2.4006 | 3.0268 | 1.5746 | 1.247 | 1.3174 | 1.1692 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 43.8776 | 34.6939 | 53.0612 | 43.8776 | 34.6939 | 53.0612 |
Ratio Avg Win / Avg Loss | 3.0705 | 5.6975 | 1.3929 | 1.595 | 2.4798 | 1.0343 |
Largest Winning Trade | 448209 | 448209 | 55567 | 649002 | 649002 | 319722 |
Largest Losing Trade | -70436 | -45495 | -70436 | -734985 | -170721 | -734985 |
Avg Bars in Trades | 95 | 88 | 101 | 95 | 88 | 101 |
Avg Bars in Winners | 148 | 164 | 137 | 148 | 164 | 137 |
Avg Bars in Losers | 54 | 48 | 61 | 54 | 48 | 61 |
Bars Traded | 9350 | 4357 | 4993 | 9350 | 4357 | 4993 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493504 | 371127 | -54580 | -719 | -33072 | -112004 |
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{ "first_band": { "type": "swma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 82, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 82, "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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