Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469776.1114 | 274898.5032 | 194877.6083 | 3565374.0758 | 2589517.8809 | 975856.1949 |
Total P&L (%) | 469.7761 | 274.8985 | 194.8776 | 3565.3741 | 2589.5179 | 975.8562 |
Avg Daily Profit (%) | 0.451 | 0.2639 | 0.1871 | 0.3463 | 0.3165 | 0.2283 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53639 | -48212 | -65973 | -1120543 | -481412 | -874885 |
Profit Factor | 2.0296 | 2.3095 | 1.7911 | 1.9512 | 2.7323 | 1.4331 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Profitability (%) | 43.5407 | 40.3846 | 46.6667 | 43.5407 | 40.3846 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.6318 | 3.4093 | 2.047 | 2.5302 | 4.0334 | 1.6378 |
Largest Winning Trade | 60554 | 60554 | 32721 | 945803 | 945803 | 774365 |
Largest Losing Trade | -18066 | -11976 | -18066 | -314934 | -278407 | -314934 |
Avg Bars in Trades | 118 | 109 | 127 | 118 | 109 | 127 |
Avg Bars in Winners | 190 | 176 | 202 | 190 | 176 | 202 |
Avg Bars in Losers | 62 | 63 | 61 | 62 | 63 | 61 |
Bars Traded | 24742 | 11348 | 13394 | 24742 | 11348 | 13394 |
Profit Streak | 0 | 41.1334 | 0 | 0 | 41.1334 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439403 | 343282 | 336127 | 416762 | 403849 | 313820 |
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{ "first_band": { "type": "swma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 66, "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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