Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195908.9139 | 120159.0131 | 75749.9008 | 313746.5103 | 270551.6816 | 43194.8287 |
Total P&L (%) | 195.9089 | 120.159 | 75.7499 | 313.7465 | 270.5517 | 43.1948 |
Avg Daily Profit (%) | 0.3761 | 0.2307 | 0.1454 | 0.273 | 0.2518 | 0.069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42637 | -48600 | -45682 | -183495 | -169600 | -168167 |
Profit Factor | 1.4141 | 1.4882 | 1.3338 | 1.2215 | 1.384 | 1.0607 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Losing Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Profitability (%) | 43.5 | 43 | 44 | 43.5 | 43 | 44 |
Ratio Avg Win / Avg Loss | 1.8368 | 1.9727 | 1.6976 | 1.5866 | 1.8346 | 1.35 |
Largest Winning Trade | 30814 | 30814 | 25794 | 92955 | 92955 | 62971 |
Largest Losing Trade | -13703 | -10368 | -13703 | -54928 | -34988 | -54928 |
Avg Bars in Trades | 124 | 127 | 120 | 124 | 127 | 120 |
Avg Bars in Winners | 172 | 181 | 163 | 172 | 181 | 163 |
Avg Bars in Losers | 86 | 86 | 86 | 86 | 86 | 86 |
Bars Traded | 24802 | 12744 | 12058 | 24802 | 12744 | 12058 |
Profit Streak | 0 | 15.0629 | 0 | 0 | 15.0629 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322904 | 277998 | -673 | 248805 | 261569 | -259745 |
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{ "first_band": { "type": "swma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 172, "offset": 0 } } }
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# | 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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