Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265741.7849 | 293665.679 | -27923.8941 | -53188.5665 | 57753.8344 | -110942.4009 |
Total P&L (%) | 265.7418 | 293.6657 | -27.9239 | -53.1886 | 57.7538 | -110.9424 |
Avg Daily Profit (%) | 0.2551 | 0.2819 | -0.0268 | -0.0728 | 0.0438 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162715 | -131602 | -89921 | -338355 | -207212 | -163360 |
Profit Factor | 1.3911 | 1.8254 | 0.9138 | 0.9428 | 1.1269 | 0.7662 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 58 | 24 | 34 | 58 | 24 | 34 |
Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Profitability (%) | 45.3125 | 37.5 | 53.125 | 45.3125 | 37.5 | 53.125 |
Ratio Avg Win / Avg Loss | 1.6789 | 3.0424 | 0.8063 | 1.1379 | 1.8781 | 0.6761 |
Largest Winning Trade | 352841 | 352841 | 30975 | 225464 | 225464 | 67866 |
Largest Losing Trade | -43084 | -26905 | -43084 | -99030 | -51481 | -99030 |
Avg Bars in Trades | 188 | 169 | 206 | 188 | 169 | 206 |
Avg Bars in Winners | 230 | 210 | 244 | 230 | 210 | 244 |
Avg Bars in Losers | 152 | 144 | 163 | 152 | 144 | 163 |
Bars Traded | 24072 | 10839 | 13233 | 24072 | 10839 | 13233 |
Profit Streak | 19.1257 | 0 | 31.0007 | 19.1257 | 0 | 31.0007 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321091 | -132534 | -718553 | -580035 | -359444 | -718553 |
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{ "first_band": { "type": "ema", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 117, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 117, "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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