Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459896.2589 | 218575.3246 | 241320.9343 | 900561.6848 | 249639.6141 | 650922.0707 |
Total P&L (%) | 459.8963 | 218.5753 | 241.3209 | 900.5617 | 249.6396 | 650.9221 |
Avg Daily Profit (%) | 0.2535 | 0.1205 | 0.133 | 0.127 | 0.069 | 0.1112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115995 | -97148 | -89697 | -398746 | -387518 | -323198 |
Profit Factor | 1.2765 | 1.2705 | 1.2821 | 1.1515 | 1.087 | 1.2118 |
Total Trades | 642 | 321 | 321 | 642 | 321 | 321 |
Winning Trades | 271 | 129 | 142 | 271 | 129 | 142 |
Losing Trades | 371 | 192 | 179 | 371 | 192 | 179 |
Profitability (%) | 42.2118 | 40.1869 | 44.2368 | 42.2118 | 40.1869 | 44.2368 |
Ratio Avg Win / Avg Loss | 1.7475 | 1.891 | 1.6162 | 1.5764 | 1.6178 | 1.5275 |
Largest Winning Trade | 60354 | 60354 | 35580 | 181873 | 168540 | 181873 |
Largest Losing Trade | -21886 | -21886 | -21861 | -109321 | -90733 | -109321 |
Avg Bars in Trades | 33 | 34 | 33 | 33 | 34 | 33 |
Avg Bars in Winners | 49 | 50 | 48 | 49 | 50 | 48 |
Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
Bars Traded | 21633 | 10960 | 10673 | 21633 | 10960 | 10673 |
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 | 340374 | -33842 | -15478 | -75459 | -227231 | -44593 |
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{ "first_band": { "type": "swma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 41, "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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