Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218127.6947 | 149950.9817 | 68176.713 | 338782.8957 | 209724.2121 | 129058.6835 |
Total P&L (%) | 218.1277 | 149.951 | 68.1767 | 338.7829 | 209.7242 | 129.0587 |
Avg Daily Profit (%) | 0.4188 | 0.2879 | 0.1309 | 0.2843 | 0.2173 | 0.1593 |
Buy And Hold Return (%) | 18.4806 | 18.4806 | 18.4806 | 18.4806 | 18.4806 | 18.4806 |
Max Trade Drawdown | -79037 | -51874 | -98259 | -108868 | -83967 | -125301 |
Profit Factor | 1.4373 | 1.643 | 1.2567 | 1.4001 | 1.4978 | 1.3033 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 101 | 52 | 49 | 101 | 52 | 49 |
Losing Trades | 121 | 59 | 62 | 121 | 59 | 62 |
Profitability (%) | 45.4955 | 46.8468 | 44.1441 | 45.4955 | 46.8468 | 44.1441 |
Ratio Avg Win / Avg Loss | 1.7219 | 1.8642 | 1.5901 | 1.6773 | 1.6994 | 1.6491 |
Largest Winning Trade | 41628 | 41628 | 22693 | 54023 | 54023 | 32796 |
Largest Losing Trade | -29772 | -27122 | -29772 | -43711 | -43366 | -43711 |
Avg Bars in Trades | 111 | 117 | 104 | 111 | 117 | 104 |
Avg Bars in Winners | 130 | 126 | 134 | 130 | 126 | 134 |
Avg Bars in Losers | 95 | 110 | 81 | 95 | 110 | 81 |
Bars Traded | 24691 | 13081 | 11610 | 24691 | 13081 | 11610 |
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 | 373199 | 339472 | -22946 | 323631 | 292265 | 193398 |
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{ "first_band": { "type": "swma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 175, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 175, "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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