Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155363.905 | 80510.9481 | 74852.9569 | 205927.9985 | 99926.4095 | 106001.589 |
Total P&L (%) | 155.3639 | 80.5109 | 74.853 | 205.928 | 99.9264 | 106.0016 |
Avg Daily Profit (%) | 0.2983 | 0.1546 | 0.1437 | 0.2149 | 0.1331 | 0.1389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59806 | -40006 | -37505 | -88889 | -60777 | -52458 |
Profit Factor | 1.4956 | 1.5491 | 1.4485 | 1.4968 | 1.5177 | 1.4787 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 57.1429 | 52.8571 | 61.4286 | 57.1429 | 52.8571 | 61.4286 |
Ratio Avg Win / Avg Loss | 1.1217 | 1.3817 | 0.9095 | 1.1226 | 1.3536 | 0.9285 |
Largest Winning Trade | 23408 | 19094 | 23408 | 33625 | 28731 | 33625 |
Largest Losing Trade | -31525 | -23603 | -31525 | -34922 | -24645 | -34922 |
Avg Bars in Trades | 173 | 189 | 156 | 173 | 189 | 156 |
Avg Bars in Winners | 152 | 165 | 140 | 152 | 165 | 140 |
Avg Bars in Losers | 201 | 216 | 183 | 201 | 216 | 183 |
Bars Traded | 24264 | 13283 | 10981 | 24264 | 13283 | 10981 |
Profit Streak | 29.9286 | 29.9286 | 35.3245 | 29.9286 | 29.9286 | 35.3245 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435945 | -84038 | -93588 | 410566 | -106799 | -99885 |
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{ "first_band": { "type": "swma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 237, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 237, "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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