Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197915.0771 | 104928.7229 | 92986.3542 | 225654.1173 | 160356.2511 | 65297.8662 |
Total P&L (%) | 197.9151 | 104.9287 | 92.9864 | 225.6541 | 160.3563 | 65.2979 |
Avg Daily Profit (%) | 0.38 | 0.2015 | 0.1785 | 0.2269 | 0.1839 | 0.0965 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52041 | -52909 | -57968 | -80224 | -61815 | -83033 |
Profit Factor | 1.3209 | 1.3703 | 1.2789 | 1.2441 | 1.3949 | 1.126 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Losing Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Profitability (%) | 44.5946 | 42.3423 | 46.8468 | 44.5946 | 42.3423 | 46.8468 |
Ratio Avg Win / Avg Loss | 1.6411 | 1.8659 | 1.4511 | 1.5457 | 1.8994 | 1.2775 |
Largest Winning Trade | 40314 | 40314 | 33235 | 52183 | 52183 | 43603 |
Largest Losing Trade | -21293 | -11487 | -21293 | -41218 | -29218 | -41218 |
Avg Bars in Trades | 111 | 114 | 107 | 111 | 114 | 107 |
Avg Bars in Winners | 154 | 160 | 148 | 154 | 160 | 148 |
Avg Bars in Losers | 76 | 81 | 71 | 76 | 81 | 71 |
Bars Traded | 24712 | 12759 | 11953 | 24712 | 12759 | 11953 |
Profit Streak | 13.9758 | 13.9758 | 15.2883 | 13.9758 | 13.9758 | 15.2883 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376898 | 217774 | 230775 | 312903 | 217774 | -147356 |
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{ "first_band": { "type": "swma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 142, "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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