Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145849.8548 | 105246.6977 | 40603.157 | 131942.2971 | 110815.5862 | 21126.7108 |
Total P&L (%) | 145.8499 | 105.2467 | 40.6032 | 131.9423 | 110.8156 | 21.1267 |
Avg Daily Profit (%) | 0.28 | 0.2021 | 0.078 | 0.1617 | 0.1433 | 0.0368 |
Buy And Hold Return (%) | 15.128 | 15.128 | 15.128 | 15.128 | 15.128 | 15.128 |
Max Trade Drawdown | -97470 | -73339 | -44139 | -100762 | -49991 | -103008 |
Profit Factor | 1.4535 | 1.666 | 1.2482 | 1.3616 | 1.6972 | 1.1026 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 66.3158 | 70.2128 | 62.5 | 66.3158 | 70.2128 | 62.5 |
Ratio Avg Win / Avg Loss | 0.7383 | 0.7068 | 0.7489 | 0.6916 | 0.72 | 0.6615 |
Largest Winning Trade | 23304 | 23304 | 16124 | 21746 | 21746 | 21365 |
Largest Losing Trade | -34880 | -34880 | -30555 | -66786 | -34682 | -66786 |
Avg Bars in Trades | 256 | 261 | 250 | 256 | 261 | 250 |
Avg Bars in Winners | 163 | 179 | 147 | 163 | 179 | 147 |
Avg Bars in Losers | 437 | 456 | 422 | 437 | 456 | 422 |
Bars Traded | 24333 | 12299 | 12033 | 24333 | 12299 | 12033 |
Profit Streak | 0 | 30.0419 | 0 | 0 | 30.0419 | 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 | 350545 | 417108 | -93012 | 293910 | 82684 | -294360 |
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{ "first_band": { "type": "swma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 238, "offset": 179 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 238, "offset": 179 } } }
# | 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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