Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1007359.4088 | 844588.1369 | 162771.2719 | 16502836.2401 | 8998338.4769 | 7504497.7632 |
Total P&L (%) | 1007.3594 | 844.5881 | 162.7713 | 16502.8362 | 8998.3385 | 7504.4978 |
Avg Daily Profit (%) | 0.5433 | 0.4555 | 0.0878 | 0.2761 | 0.2436 | 0.2339 |
Buy And Hold Return (%) | 132.9929 | 132.9929 | 132.9929 | 132.9929 | 132.9929 | 132.9929 |
Max Trade Drawdown | -127318 | -66285 | -77991 | -28511560 | -15691240 | -16927139 |
Profit Factor | 3.4138 | 5.5861 | 1.6981 | 1.3346 | 1.3533 | 1.3146 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 40.9091 | 39.3939 | 42.4242 | 40.9091 | 39.3939 | 42.4242 |
Ratio Avg Win / Avg Loss | 4.931 | 8.594 | 2.3045 | 1.9277 | 2.082 | 1.7841 |
Largest Winning Trade | 362488 | 362488 | 75265 | 10782487 | 10782487 | 8587953 |
Largest Losing Trade | -30410 | -17583 | -30410 | -6860943 | -5342751 | -6860943 |
Avg Bars in Trades | 162 | 154 | 171 | 162 | 154 | 171 |
Avg Bars in Winners | 315 | 293 | 335 | 315 | 293 | 335 |
Avg Bars in Losers | 57 | 64 | 50 | 57 | 64 | 50 |
Bars Traded | 10754 | 5103 | 5651 | 10754 | 5103 | 5651 |
Profit Streak | 0 | 0 | 120.6478 | 0 | 0 | 120.6478 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114812 | 499117 | -170658 | -122218 | 208135 | 273562 |
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{ "first_band": { "type": "swma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 16, "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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