Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1682833.9713 | 1566208.0924 | 116625.8789 | 9329373.7833 | 2774462.5747 | 6554911.2086 |
Total P&L (%) | 1682.834 | 1566.2081 | 116.6259 | 9329.3738 | 2774.4626 | 6554.9112 |
Avg Daily Profit (%) | 0.7113 | 0.662 | 0.0493 | 0.1923 | 0.142 | 0.1776 |
Buy And Hold Return (%) | 397.5341 | 397.5341 | 397.5341 | 397.5341 | 397.5341 | 397.5341 |
Max Trade Drawdown | -103572 | -139082 | -35515 | -5528131 | -6744478 | -1077476 |
Profit Factor | 5.0923 | 7.1301 | 1.7489 | 1.503 | 1.203 | 2.3444 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 36.2069 | 37.931 | 34.4828 | 36.2069 | 37.931 | 34.4828 |
Ratio Avg Win / Avg Loss | 8.9722 | 11.6674 | 3.323 | 2.6482 | 1.9685 | 4.4544 |
Largest Winning Trade | 1157745 | 1157745 | 58690 | 6675680 | 6675680 | 5066510 |
Largest Losing Trade | -31289 | -31289 | -20697 | -1768798 | -1768798 | -1047489 |
Avg Bars in Trades | 157 | 143 | 170 | 157 | 143 | 170 |
Avg Bars in Winners | 267 | 267 | 266 | 267 | 267 | 266 |
Avg Bars in Losers | 94 | 67 | 120 | 94 | 67 | 120 |
Bars Traded | 9117 | 4165 | 4952 | 9117 | 4165 | 4952 |
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 | -166886 | 485645 | -295635 | -174733 | -7154 | 223974 |
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{ "first_band": { "type": "swma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 85, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 85, "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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