Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 895742.737 | 827099.6619 | 68643.0751 | 2011480.5496 | 1552295.2172 | 459185.3324 |
Total P&L (%) | 895.7427 | 827.0997 | 68.6431 | 2011.4806 | 1552.2952 | 459.1853 |
Avg Daily Profit (%) | 0.4958 | 0.4578 | 0.038 | 0.169 | 0.1554 | 0.0953 |
Buy And Hold Return (%) | 263.6687 | 263.6687 | 263.6687 | 263.6687 | 263.6687 | 263.6687 |
Max Trade Drawdown | -114384 | -91937 | -44153 | -1780046 | -1237926 | -1078545 |
Profit Factor | 2.696 | 4.0519 | 1.2669 | 1.3077 | 1.4645 | 1.1437 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 42.8571 | 45.1613 | 40.625 | 42.8571 | 45.1613 | 40.625 |
Ratio Avg Win / Avg Loss | 3.5946 | 4.9202 | 1.8517 | 1.7436 | 1.7783 | 1.6716 |
Largest Winning Trade | 383968 | 383968 | 76426 | 1525586 | 1525586 | 883342 |
Largest Losing Trade | -35500 | -35500 | -24320 | -630345 | -630345 | -508623 |
Avg Bars in Trades | 165 | 153 | 176 | 165 | 153 | 176 |
Avg Bars in Winners | 278 | 271 | 286 | 278 | 271 | 286 |
Avg Bars in Losers | 80 | 56 | 100 | 80 | 56 | 100 |
Bars Traded | 10413 | 4771 | 5642 | 10413 | 4771 | 5642 |
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 | -141103 | 447485 | -310605 | -145040 | 258949 | -139322 |
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{ "first_band": { "type": "swma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 109, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 109, "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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