Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276979.3112 | 205246.2705 | 71733.0407 | 636745.9718 | 480670.4219 | 156075.5499 |
Total P&L (%) | 276.9793 | 205.2463 | 71.733 | 636.746 | 480.6704 | 156.0756 |
Avg Daily Profit (%) | 0.5318 | 0.3941 | 0.1377 | 0.3842 | 0.3383 | 0.1807 |
Buy And Hold Return (%) | 73.3207 | 73.3207 | 73.3207 | 73.3207 | 73.3207 | 73.3207 |
Max Trade Drawdown | -63589 | -63077 | -32266 | -311988 | -317068 | -233938 |
Profit Factor | 1.5789 | 1.8647 | 1.2976 | 1.3337 | 1.4902 | 1.1683 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 99 | 45 | 54 | 99 | 45 | 54 |
Losing Trades | 127 | 68 | 59 | 127 | 68 | 59 |
Profitability (%) | 43.8053 | 39.823 | 47.7876 | 43.8053 | 39.823 | 47.7876 |
Ratio Avg Win / Avg Loss | 2.0255 | 2.8178 | 1.4177 | 1.7109 | 2.2518 | 1.2764 |
Largest Winning Trade | 85161 | 85161 | 24732 | 185804 | 185804 | 88386 |
Largest Losing Trade | -14088 | -12531 | -14088 | -112359 | -73278 | -112359 |
Avg Bars in Trades | 109 | 113 | 105 | 109 | 113 | 105 |
Avg Bars in Winners | 153 | 155 | 151 | 153 | 155 | 151 |
Avg Bars in Losers | 75 | 86 | 63 | 75 | 86 | 63 |
Bars Traded | 24746 | 12861 | 11885 | 24746 | 12861 | 11885 |
Profit Streak | 8.6315 | 13.2981 | 8.6315 | 8.6315 | 13.2981 | 8.6315 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384977 | 225036 | -175890 | 387716 | 273088 | -35024 |
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{ "first_band": { "type": "swma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 142, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 142, "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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