Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1037891.6435 | 1053428.3118 | -15536.6683 | 678437.4841 | 1006231.4457 | -327793.9616 |
Total P&L (%) | 1037.8916 | 1053.4283 | -15.5367 | 678.4375 | 1006.2314 | -327.794 |
Avg Daily Profit (%) | 0.5695 | 0.5781 | -0.0085 | 0.1127 | 0.132 | 0 |
Buy And Hold Return (%) | 697.0979 | 697.0979 | 697.0979 | 697.0979 | 697.0979 | 697.0979 |
Max Trade Drawdown | -154916 | -79359 | -118105 | -1295253 | -616119 | -739061 |
Profit Factor | 2.8654 | 5.0624 | 0.9477 | 1.2258 | 1.7687 | 0.8067 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 40.9836 | 46.6667 | 35.4839 | 40.9836 | 46.6667 | 35.4839 |
Ratio Avg Win / Avg Loss | 4.1262 | 5.7857 | 1.7231 | 1.7652 | 2.0214 | 1.4667 |
Largest Winning Trade | 569987 | 569987 | 73600 | 670010 | 670010 | 396789 |
Largest Losing Trade | -45831 | -34495 | -45831 | -370828 | -370828 | -272179 |
Avg Bars in Trades | 86 | 80 | 91 | 86 | 80 | 91 |
Avg Bars in Winners | 144 | 127 | 166 | 144 | 127 | 166 |
Avg Bars in Losers | 45 | 38 | 50 | 45 | 38 | 50 |
Bars Traded | 5246 | 2404 | 2842 | 5246 | 2404 | 2842 |
Profit Streak | 0 | 167.3883 | 0 | 0 | 167.3883 | 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 | -166800 | 309074 | -583685 | -376979 | -41250 | -584796 |
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{ "first_band": { "type": "swma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 33, "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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