Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1407685.2406 | 1460551.2658 | -52866.0251 | -20760.6277 | 304086.9621 | -324847.5898 |
Total P&L (%) | 1407.6852 | 1460.5513 | -52.866 | -20.7606 | 304.087 | -324.8476 |
Avg Daily Profit (%) | 0.6196 | 0.6428 | -0.0233 | -0.0102 | 0.0615 | 0 |
Buy And Hold Return (%) | 246.905 | 246.905 | 246.905 | 246.905 | 246.905 | 246.905 |
Max Trade Drawdown | -170953 | -79920 | -149083 | -1613248 | -858501 | -1336286 |
Profit Factor | 2.9045 | 5.6735 | 0.8761 | 0.9951 | 1.1769 | 0.8712 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 50.5882 | 46.5116 | 54.7619 | 50.5882 | 46.5116 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.837 | 6.5245 | 0.7237 | 0.972 | 1.3535 | 0.7197 |
Largest Winning Trade | 1215307 | 1215307 | 54193 | 783143 | 783143 | 400061 |
Largest Losing Trade | -82169 | -49838 | -82169 | -920398 | -467658 | -920398 |
Avg Bars in Trades | 152 | 142 | 163 | 152 | 142 | 163 |
Avg Bars in Winners | 179 | 182 | 177 | 179 | 182 | 177 |
Avg Bars in Losers | 125 | 108 | 145 | 125 | 108 | 145 |
Bars Traded | 12992 | 6143 | 6850 | 12992 | 6143 | 6850 |
Profit Streak | 0 | 0 | 76.4447 | 0 | 0 | 76.4447 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 597861 | 650983 | -579559 | -580474 | -231764 | -579559 |
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{ "first_band": { "type": "swma", "factors": { "length": 92, "offset": 181 } }, "second_band": { "type": "sma", "factors": { "length": 89, "offset": 85 } } }
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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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