Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1189760.7475 | 1005244.257 | 184516.4905 | 29620340.4659 | 32986969.4863 | -3366629.0204 |
Total P&L (%) | 1189.7607 | 1005.2443 | 184.5165 | 29620.3405 | 32986.9695 | -3366.629 |
Avg Daily Profit (%) | 0.6561 | 0.5544 | 0.1018 | 0.3145 | 0.3205 | 0 |
Buy And Hold Return (%) | 565.3355 | 565.3355 | 565.3355 | 565.3355 | 565.3355 | 565.3355 |
Max Trade Drawdown | -83450 | -83965 | -62711 | -36721867 | -30005762 | -21280732 |
Profit Factor | 2.4986 | 3.5778 | 1.4568 | 1.1515 | 1.3497 | 0.9667 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 83 | 37 | 46 | 83 | 37 | 46 |
Losing Trades | 99 | 54 | 45 | 99 | 54 | 45 |
Profitability (%) | 45.6044 | 40.6593 | 50.5495 | 45.6044 | 40.6593 | 50.5495 |
Ratio Avg Win / Avg Loss | 2.9802 | 5.2216 | 1.4251 | 1.3735 | 1.9698 | 0.9457 |
Largest Winning Trade | 309633 | 309633 | 56354 | 26201115 | 26201115 | 13549112 |
Largest Losing Trade | -48681 | -20037 | -48681 | -9545766 | -5952432 | -9545766 |
Avg Bars in Trades | 58 | 57 | 60 | 58 | 57 | 60 |
Avg Bars in Winners | 93 | 98 | 88 | 93 | 98 | 88 |
Avg Bars in Losers | 30 | 29 | 31 | 30 | 29 | 31 |
Bars Traded | 10737 | 5248 | 5489 | 10737 | 5248 | 5489 |
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 | 351007 | 198251 | -222107 | -45632 | 238409 | -581017 |
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{ "first_band": { "type": "swma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 49, "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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