Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2050628.7645 | 2020164.5376 | 30464.2269 | 23335202.5858 | 25130636.1812 | -1795433.5954 |
Total P&L (%) | 2050.6288 | 2020.1645 | 30.4642 | 23335.2026 | 25130.6362 | -1795.4336 |
Avg Daily Profit (%) | 1.0975 | 1.0812 | 0.0163 | 0.2925 | 0.2964 | 0 |
Buy And Hold Return (%) | 6693.5466 | 6693.5466 | 6693.5466 | 6693.5466 | 6693.5466 | 6693.5466 |
Max Trade Drawdown | -104730 | -66685 | -66185 | -13268785 | -5250243 | -8880625 |
Profit Factor | 6.2306 | 13.3843 | 1.1331 | 1.6466 | 3.0328 | 0.9243 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 54.5455 | 60.6061 | 48.4848 | 54.5455 | 60.6061 | 48.4848 |
Ratio Avg Win / Avg Loss | 5.1921 | 8.6998 | 1.2039 | 1.3721 | 1.9713 | 0.9821 |
Largest Winning Trade | 1336979 | 1336979 | 65857 | 9084885 | 9084885 | 5790255 |
Largest Losing Trade | -51121 | -51121 | -34488 | -8880625 | -4388160 | -8880625 |
Avg Bars in Trades | 52 | 55 | 49 | 52 | 55 | 49 |
Avg Bars in Winners | 73 | 76 | 68 | 73 | 76 | 68 |
Avg Bars in Losers | 28 | 22 | 31 | 28 | 22 | 31 |
Bars Traded | 3471 | 1828 | 1643 | 3471 | 1828 | 1643 |
Profit Streak | 0 | 226.9867 | 0 | 0 | 226.9867 | 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 | -271735 | -141133 | -411604 | -119754 | 537159 | -581392 |
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{ "first_band": { "type": "sma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 24, "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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