Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172542.1465 | 102746.7852 | 69795.3613 | 236651.2121 | 150065.5815 | 86585.6306 |
Total P&L (%) | 172.5421 | 102.7468 | 69.7954 | 236.6512 | 150.0656 | 86.5856 |
Avg Daily Profit (%) | 0.3313 | 0.1973 | 0.134 | 0.2333 | 0.1761 | 0.1198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71349 | -68377 | -24187 | -149551 | -144731 | -48146 |
Profit Factor | 1.4357 | 1.4759 | 1.3874 | 1.3393 | 1.3965 | 1.2714 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 44.8485 | 42.1687 | 47.561 | 44.8485 | 42.1687 | 47.561 |
Ratio Avg Win / Avg Loss | 1.7655 | 2.0241 | 1.5297 | 1.647 | 1.9152 | 1.4018 |
Largest Winning Trade | 44192 | 44192 | 22785 | 53683 | 53683 | 45737 |
Largest Losing Trade | -11778 | -10482 | -11778 | -26093 | -26093 | -26048 |
Avg Bars in Trades | 149 | 143 | 155 | 149 | 143 | 155 |
Avg Bars in Winners | 225 | 230 | 220 | 225 | 230 | 220 |
Avg Bars in Losers | 88 | 79 | 97 | 88 | 79 | 97 |
Bars Traded | 24669 | 11902 | 12768 | 24669 | 11902 | 12768 |
Profit Streak | 14.1091 | 14.8383 | 14.1091 | 14.1091 | 14.8383 | 14.1091 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379963 | 251796 | -17793 | 328629 | 227827 | -38507 |
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{ "first_band": { "type": "swma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 132, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 132, "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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