Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115163.0163 | 32332.1857 | 82830.8305 | 127819.7479 | 53549.5144 | 74270.2335 |
Total P&L (%) | 115.163 | 32.3322 | 82.8308 | 127.8197 | 53.5495 | 74.2702 |
Avg Daily Profit (%) | 0.4422 | 0.1242 | 0.3181 | 0.3167 | 0.1648 | 0.2135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48256 | -39043 | -24407 | -45685 | -41106 | -29966 |
Profit Factor | 1.2653 | 1.1509 | 1.3769 | 1.2459 | 1.2098 | 1.2807 |
Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Winning Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Losing Trades | 150 | 72 | 78 | 150 | 72 | 78 |
Profitability (%) | 45.0549 | 47.0588 | 43.0657 | 45.0549 | 47.0588 | 43.0657 |
Ratio Avg Win / Avg Loss | 1.5431 | 1.2948 | 1.8203 | 1.5194 | 1.3611 | 1.6931 |
Largest Winning Trade | 28314 | 24556 | 28314 | 25710 | 25710 | 22294 |
Largest Losing Trade | -13064 | -13064 | -8221 | -10735 | -10625 | -10735 |
Avg Bars in Trades | 91 | 94 | 87 | 91 | 94 | 87 |
Avg Bars in Winners | 130 | 130 | 130 | 130 | 130 | 130 |
Avg Bars in Losers | 58 | 63 | 54 | 58 | 63 | 54 |
Bars Traded | 24845 | 12904 | 11941 | 24845 | 12904 | 11941 |
Profit Streak | 0 | 8.0067 | 0 | 0 | 8.0067 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316224 | -85866 | 216426 | 273318 | 164929 | 163092 |
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{ "first_band": { "type": "swma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 114, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 114, "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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