Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93064.463 | 55648.8556 | 37415.6075 | 93082.5682 | 69865.3912 | 23217.177 |
Total P&L (%) | 93.0645 | 55.6489 | 37.4156 | 93.0826 | 69.8654 | 23.2172 |
Avg Daily Profit (%) | 0.67 | 0.4006 | 0.2694 | 0.4748 | 0.3822 | 0.1504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41162 | -26451 | -35982 | -61319 | -26577 | -60054 |
Profit Factor | 1.5028 | 1.6905 | 1.3581 | 1.4149 | 1.8205 | 1.1668 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 58.8785 | 62.2642 | 55.5556 | 58.8785 | 62.2642 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.0496 | 1.0246 | 1.0865 | 0.9882 | 1.1033 | 0.9334 |
Largest Winning Trade | 26586 | 26586 | 11064 | 28081 | 28081 | 14794 |
Largest Losing Trade | -35403 | -22031 | -35403 | -55488 | -22532 | -55488 |
Avg Bars in Trades | 119 | 123 | 115 | 119 | 123 | 115 |
Avg Bars in Winners | 104 | 111 | 98 | 104 | 111 | 98 |
Avg Bars in Losers | 139 | 143 | 136 | 139 | 143 | 136 |
Bars Traded | 12756 | 6535 | 6221 | 12756 | 6535 | 6221 |
Profit Streak | 130.9813 | 131.2834 | 130.9813 | 130.9813 | 131.2834 | 130.9813 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488697 | -169207 | -174347 | 349297 | -168167 | -216812 |
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{ "first_band": { "type": "swma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 191, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 191, "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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