Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3134445.3101 | 3009781.2572 | 124664.0529 | 2397964.607 | 1778480.0351 | 619484.5719 |
Total P&L (%) | 3134.4453 | 3009.7813 | 124.6641 | 2397.9646 | 1778.48 | 619.4846 |
Avg Daily Profit (%) | 1.3535 | 1.2997 | 0.0538 | 0.1391 | 0.1267 | 0.0852 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134278 | -92508 | -107605 | -2506536 | -1640424 | -1779182 |
Profit Factor | 4.6824 | 7.6758 | 1.3114 | 1.1981 | 1.2707 | 1.1119 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 35.9223 | 28.8462 | 43.1373 | 35.9223 | 28.8462 | 43.1373 |
Ratio Avg Win / Avg Loss | 8.3524 | 18.9336 | 1.7287 | 2.1371 | 3.1344 | 1.4657 |
Largest Winning Trade | 2701418 | 2701418 | 84524 | 2791069 | 2791069 | 865326 |
Largest Losing Trade | -53380 | -26649 | -53380 | -1209021 | -822876 | -1209021 |
Avg Bars in Trades | 130 | 117 | 143 | 130 | 117 | 143 |
Avg Bars in Winners | 251 | 267 | 239 | 251 | 267 | 239 |
Avg Bars in Losers | 62 | 57 | 69 | 62 | 57 | 69 |
Bars Traded | 13421 | 6121 | 7299 | 13421 | 6121 | 7299 |
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 | 576285 | -171068 | -302491 | -13725 | -215594 | -358913 |
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{ "first_band": { "type": "swma", "factors": { "length": 114, "offset": 41 } }, "second_band": { "type": "ema", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 114, "offset": 41 } }, "second_band": { "type": "ema", "factors": { "length": 21, "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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