Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476142.7914 | 413939.3449 | 62203.4465 | 100341.4388 | 1034161.4082 | -933819.9695 |
Total P&L (%) | 476.1428 | 413.9393 | 62.2034 | 100.3414 | 1034.1614 | -933.82 |
Avg Daily Profit (%) | 0.241 | 0.2095 | 0.0315 | 0.0352 | 0.123 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231395 | -162850 | -116697 | -2409115 | -1693428 | -1881856 |
Profit Factor | 1.6533 | 2.2913 | 1.1524 | 1.0134 | 1.3556 | 0.7967 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 45.1923 | 40.3846 | 50 | 45.1923 | 40.3846 | 50 |
Ratio Avg Win / Avg Loss | 2.005 | 3.3824 | 1.1524 | 1.229 | 2.0011 | 0.7967 |
Largest Winning Trade | 181002 | 181002 | 40615 | 836969 | 836969 | 619526 |
Largest Losing Trade | -71207 | -44107 | -71207 | -1553845 | -911827 | -1553845 |
Avg Bars in Trades | 110 | 106 | 115 | 110 | 106 | 115 |
Avg Bars in Winners | 163 | 161 | 164 | 163 | 161 | 164 |
Avg Bars in Losers | 67 | 68 | 65 | 67 | 68 | 65 |
Bars Traded | 11509 | 5518 | 5991 | 11509 | 5518 | 5991 |
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 | 342337 | -171730 | -384348 | -353317 | -210684 | -760833 |
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{ "first_band": { "type": "swma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 177, "offset": 0 } } }
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# | 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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