Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 23998.6713 | -1734.6077 | 25733.2789 | 23654.6343 | -3725.5217 | 27380.156 |
Total P&L (%) | 23.9987 | -1.7346 | 25.7333 | 23.6546 | -3.7255 | 27.3802 |
Avg Daily Profit (%) | 0.2765 | -0.02 | 0.2964 | 0.2449 | -0.0437 | 0.2792 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16246 | -15226 | -8389 | -16421 | -17782 | -8135 |
Profit Factor | 1.3869 | 0.958 | 2.2387 | 1.3597 | 0.916 | 2.2778 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 68.4211 | 60.5263 | 76.3158 | 68.4211 | 60.5263 | 76.3158 |
Ratio Avg Win / Avg Loss | 0.6401 | 0.6248 | 0.6948 | 0.6276 | 0.5974 | 0.7069 |
Largest Winning Trade | 6857 | 6857 | 4998 | 6758 | 6758 | 5886 |
Largest Losing Trade | -8902 | -8902 | -7834 | -10254 | -10254 | -7599 |
Avg Bars in Trades | 317 | 327 | 307 | 317 | 327 | 307 |
Avg Bars in Winners | 197 | 181 | 209 | 197 | 181 | 209 |
Avg Bars in Losers | 577 | 550 | 623 | 577 | 550 | 623 |
Bars Traded | 24118 | 12435 | 11683 | 24118 | 12435 | 11683 |
Profit Streak | 2.6592 | 2.6592 | 6.937 | 2.6592 | 2.6592 | 6.937 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50668 | -582814 | 353376 | -51333 | -582814 | 346044 |
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{ "first_band": { "type": "swma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 163, "offset": 249 } } }
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# | 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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