Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1159271.4578 | 1189828.7404 | -30557.2826 | -47005.9367 | 800886.8778 | -847892.8144 |
Total P&L (%) | 1159.2715 | 1189.8287 | -30.5573 | -47.0059 | 800.8869 | -847.8928 |
Avg Daily Profit (%) | 0.4873 | 0.5001 | -0.0128 | -0.0267 | 0.0924 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -285437 | -183749 | -184354 | -3372153 | -2701515 | -1258501 |
Profit Factor | 2.0305 | 2.9828 | 0.9418 | 0.9936 | 1.1884 | 0.7217 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 36.4486 | 31.4815 | 41.5094 | 36.4486 | 31.4815 | 41.5094 |
Ratio Avg Win / Avg Loss | 3.5404 | 6.4919 | 1.3271 | 1.7324 | 2.5865 | 1.017 |
Largest Winning Trade | 998758 | 998758 | 60786 | 2079945 | 2079945 | 725183 |
Largest Losing Trade | -45358 | -45273 | -45358 | -1004322 | -817241 | -1004322 |
Avg Bars in Trades | 130 | 125 | 134 | 130 | 125 | 134 |
Avg Bars in Winners | 219 | 248 | 197 | 219 | 248 | 197 |
Avg Bars in Losers | 78 | 69 | 90 | 78 | 69 | 90 |
Bars Traded | 13924 | 6783 | 7141 | 13924 | 6783 | 7141 |
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 | 337209 | -171234 | -762468 | -582985 | -268854 | -762468 |
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{ "first_band": { "type": "swma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 133, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 133, "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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