Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1603588.499 | 1318691.5575 | 284896.9415 | 26614587.5834 | 9513805.2815 | 17100782.3019 |
Total P&L (%) | 1603.5885 | 1318.6916 | 284.8969 | 26614.5876 | 9513.8053 | 17100.7823 |
Avg Daily Profit (%) | 0.6699 | 0.5509 | 0.119 | 0.2337 | 0.1909 | 0.2153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147774 | -73231 | -110793 | -78433609 | -44244601 | -61529662 |
Profit Factor | 4.2212 | 6.7625 | 2.0592 | 1.138 | 1.1007 | 1.1739 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 54.7945 | 51.3514 | 58.3333 | 54.7945 | 51.3514 | 58.3333 |
Ratio Avg Win / Avg Loss | 3.4825 | 6.4066 | 1.4708 | 0.9389 | 1.0427 | 0.8385 |
Largest Winning Trade | 650250 | 650250 | 69673 | 29120583 | 29120583 | 25294081 |
Largest Losing Trade | -77387 | -35452 | -77387 | -38379108 | -28180330 | -38379108 |
Avg Bars in Trades | 95 | 80 | 110 | 95 | 80 | 110 |
Avg Bars in Winners | 125 | 105 | 144 | 125 | 105 | 144 |
Avg Bars in Losers | 58 | 53 | 63 | 58 | 53 | 63 |
Bars Traded | 6948 | 2967 | 3981 | 6948 | 2967 | 3981 |
Profit Streak | 26.2231 | 35.8897 | 26.2231 | 26.2231 | 35.8897 | 26.2231 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54635 | 746523 | -29688 | -135968 | -100664 | -21106 |
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{ "first_band": { "type": "swma", "factors": { "length": 96, "offset": 50 } }, "second_band": { "type": "alma", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 96, "offset": 50 } }, "second_band": { "type": "alma", "factors": { "length": 28, "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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