Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1635876.3249 | 1439759.3074 | 196117.0175 | 4184083.0978 | -2421622.3777 | 6605705.4755 |
Total P&L (%) | 1635.8763 | 1439.7593 | 196.117 | 4184.0831 | -2421.6224 | 6605.7055 |
Avg Daily Profit (%) | 0.6938 | 0.6106 | 0.0832 | 0.1595 | 0 | 0.1785 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125546 | -77047 | -72843 | -9161411 | -7482783 | -3244731 |
Profit Factor | 3.4423 | 5.1029 | 1.615 | 1.2117 | 0.8019 | 1.8758 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Profitability (%) | 38.4615 | 35.3846 | 41.5385 | 38.4615 | 35.3846 | 41.5385 |
Ratio Avg Win / Avg Loss | 5.5076 | 9.3183 | 2.2729 | 1.9387 | 1.4643 | 2.64 |
Largest Winning Trade | 1308781 | 1308781 | 63430 | 3286207 | 2921969 | 3286207 |
Largest Losing Trade | -30852 | -25702 | -30852 | -2215878 | -2215878 | -879288 |
Avg Bars in Trades | 106 | 88 | 123 | 106 | 88 | 123 |
Avg Bars in Winners | 219 | 181 | 252 | 219 | 181 | 252 |
Avg Bars in Losers | 35 | 38 | 31 | 35 | 38 | 31 |
Bars Traded | 13802 | 5779 | 8023 | 13802 | 5779 | 8023 |
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 | 529158 | -118224 | -214103 | 151345 | -716753 | -123834 |
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{ "first_band": { "type": "sma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 14, "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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