Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2204825.8293 | 2007914.1856 | 196911.6437 | 51333010.0044 | 16167462.0893 | 35165547.9152 |
Total P&L (%) | 2204.8258 | 2007.9142 | 196.9116 | 51333.01 | 16167.4621 | 35165.5479 |
Avg Daily Profit (%) | 0.9299 | 0.8469 | 0.0831 | 0.2636 | 0.215 | 0.2477 |
Buy And Hold Return (%) | 575.5774 | 575.5774 | 575.5774 | 575.5774 | 575.5774 | 575.5774 |
Max Trade Drawdown | -84996 | -100223 | -34179 | -30631620 | -17299212 | -13332407 |
Profit Factor | 6.2536 | 8.7395 | 2.2288 | 1.7651 | 1.3828 | 2.4146 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 52.2388 | 47.0588 | 57.5758 | 52.2388 | 47.0588 | 57.5758 |
Ratio Avg Win / Avg Loss | 5.7176 | 9.832 | 1.6423 | 1.6138 | 1.5556 | 1.7792 |
Largest Winning Trade | 1487605 | 1487605 | 68174 | 29151194 | 17211543 | 29151194 |
Largest Losing Trade | -43532 | -43532 | -31185 | -8801949 | -8801949 | -5423200 |
Avg Bars in Trades | 138 | 127 | 149 | 138 | 127 | 149 |
Avg Bars in Winners | 194 | 213 | 178 | 194 | 213 | 178 |
Avg Bars in Losers | 77 | 52 | 109 | 77 | 52 | 109 |
Bars Traded | 9279 | 4349 | 4930 | 9279 | 4349 | 4930 |
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 | -101275 | 644293 | -242651 | -108780 | 313403 | 504105 |
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{ "first_band": { "type": "sma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 53, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 53, "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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