Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512616.3763 | 282927.5479 | 229688.8284 | 1092423.9789 | 144858.3627 | 947565.6162 |
Total P&L (%) | 512.6164 | 282.9275 | 229.6888 | 1092.424 | 144.8584 | 947.5656 |
Avg Daily Profit (%) | 0.284 | 0.1567 | 0.1273 | 0.1374 | 0.0496 | 0.1302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91188 | -77305 | -98834 | -2179778 | -1947512 | -873443 |
Profit Factor | 1.391 | 1.4281 | 1.3534 | 1.0839 | 1.0223 | 1.145 |
Total Trades | 415 | 208 | 207 | 415 | 208 | 207 |
Winning Trades | 162 | 82 | 80 | 162 | 82 | 80 |
Losing Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Profitability (%) | 39.0361 | 39.4231 | 38.6473 | 39.0361 | 39.4231 | 38.6473 |
Ratio Avg Win / Avg Loss | 2.1724 | 2.1943 | 2.1485 | 1.6927 | 1.5709 | 1.8177 |
Largest Winning Trade | 92345 | 92345 | 50182 | 643198 | 582991 | 643198 |
Largest Losing Trade | -35212 | -22371 | -35212 | -573493 | -296480 | -573493 |
Avg Bars in Trades | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Winners | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 10767 | 5396 | 5371 | 10767 | 5396 | 5371 |
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 | 312850 | 213362 | -25226 | -138159 | -324811 | -82280 |
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{ "first_band": { "type": "swma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 29, "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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