Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544192.41 | 540406.5534 | 3785.8566 | 543441.3339 | 413963.3128 | 129478.0211 |
Total P&L (%) | 544.1924 | 540.4066 | 3.7859 | 543.4413 | 413.9633 | 129.478 |
Avg Daily Profit (%) | 0.2752 | 0.2733 | 0.0019 | 0.0942 | 0.0828 | 0.042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126782 | -52424 | -133088 | -800846 | -438762 | -462977 |
Profit Factor | 2.1814 | 3.5105 | 1.0154 | 1.4174 | 1.6295 | 1.201 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 31.6456 | 32.5 | 30.7692 | 31.6456 | 32.5 | 30.7692 |
Ratio Avg Win / Avg Loss | 4.7118 | 7.291 | 2.2847 | 3.0616 | 3.3844 | 2.7022 |
Largest Winning Trade | 204215 | 204215 | 91681 | 536163 | 314870 | 536163 |
Largest Losing Trade | -38568 | -38294 | -38568 | -381294 | -144857 | -381294 |
Avg Bars in Trades | 46 | 41 | 52 | 46 | 41 | 52 |
Avg Bars in Winners | 120 | 100 | 142 | 120 | 100 | 142 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 3710 | 1659 | 2051 | 3710 | 1659 | 2051 |
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 | -25584 | 309215 | -565934 | -103311 | -86078 | -143657 |
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{ "first_band": { "type": "ema", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 4, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 4, "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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