Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1182630.1797 | 989551.6986 | 193078.4811 | 42405150.8433 | 40712430.1234 | 1692720.7199 |
Total P&L (%) | 1182.6302 | 989.5517 | 193.0785 | 42405.1508 | 40712.4301 | 1692.7207 |
Avg Daily Profit (%) | 0.6519 | 0.5454 | 0.1064 | 0.3342 | 0.3319 | 0.1592 |
Buy And Hold Return (%) | 571.6399 | 571.6399 | 571.6399 | 571.6399 | 571.6399 | 571.6399 |
Max Trade Drawdown | -70408 | -68158 | -62610 | -52416895 | -44913435 | -31521078 |
Profit Factor | 2.7142 | 3.9683 | 1.5416 | 1.2134 | 1.399 | 1.0175 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 43.6709 | 41.7722 | 45.5696 | 43.6709 | 41.7722 | 45.5696 |
Ratio Avg Win / Avg Loss | 3.5009 | 5.5316 | 1.8413 | 1.5651 | 1.9501 | 1.2154 |
Largest Winning Trade | 290799 | 290799 | 65203 | 38490124 | 38490124 | 14685423 |
Largest Losing Trade | -35089 | -21665 | -35089 | -14667435 | -9535391 | -14667435 |
Avg Bars in Trades | 45 | 42 | 48 | 45 | 42 | 48 |
Avg Bars in Winners | 76 | 74 | 78 | 76 | 74 | 78 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 7156 | 3359 | 3797 | 7156 | 3359 | 3797 |
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 | 324533 | -20811 | -242696 | 295792 | -19192 | -225409 |
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{ "first_band": { "type": "swma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 12, "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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