Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 685411.1616 | 586392.443 | 99018.7186 | 4176568.5253 | 7237543.4134 | -3060974.8881 |
Total P&L (%) | 685.4112 | 586.3924 | 99.0187 | 4176.5685 | 7237.5434 | -3060.9749 |
Avg Daily Profit (%) | 0.2741 | 0.2345 | 0.0396 | 0.1503 | 0.1719 | 0 |
Buy And Hold Return (%) | 815.3276 | 815.3276 | 815.3276 | 815.3276 | 815.3276 | 815.3276 |
Max Trade Drawdown | -92772 | -86881 | -69573 | -4977417 | -1262477 | -5159517 |
Profit Factor | 3.0951 | 5.1389 | 1.5339 | 1.5057 | 4.4799 | 0.5046 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 63.1579 | 63.1579 | 63.1579 | 63.1579 | 63.1579 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.8055 | 2.9977 | 0.8948 | 0.8783 | 2.6133 | 0.2944 |
Largest Winning Trade | 178314 | 178314 | 40203 | 5019458 | 5019458 | 468032 |
Largest Losing Trade | -63420 | -37014 | -63420 | -4968634 | -476607 | -4968634 |
Avg Bars in Trades | 60 | 55 | 65 | 60 | 55 | 65 |
Avg Bars in Winners | 59 | 54 | 64 | 59 | 54 | 64 |
Avg Bars in Losers | 62 | 58 | 66 | 62 | 58 | 66 |
Bars Traded | 4605 | 2121 | 2484 | 4605 | 2121 | 2484 |
Profit Streak | 0 | 0 | 190.4683 | 0 | 0 | 190.4683 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -202987 | -147829 | -302817 | -45758 | 609473 | -577647 |
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{ "first_band": { "type": "swma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 4, "offset": 180 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 4, "offset": 180 } } }
# | 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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