Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 948950.6902 | 805146.271 | 143804.4193 | 1224214.7806 | -1114878.3884 | 2339093.169 |
Total P&L (%) | 948.9507 | 805.1463 | 143.8044 | 1224.2148 | -1114.8784 | 2339.0932 |
Avg Daily Profit (%) | 0.4872 | 0.4134 | 0.0738 | 0.1327 | 0 | 0.1641 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107651 | -115550 | -58658 | -2889639 | -2227298 | -1723343 |
Profit Factor | 2.3646 | 3.09 | 1.4636 | 1.1354 | 0.7954 | 1.6507 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 41 | 14 | 27 | 41 | 14 | 27 |
Losing Trades | 55 | 34 | 21 | 55 | 34 | 21 |
Profitability (%) | 42.7083 | 29.1667 | 56.25 | 42.7083 | 29.1667 | 56.25 |
Ratio Avg Win / Avg Loss | 3.172 | 7.5044 | 1.1384 | 1.5231 | 1.9316 | 1.2839 |
Largest Winning Trade | 559915 | 559915 | 45467 | 1076243 | 1076243 | 943193 |
Largest Losing Trade | -47961 | -24369 | -47961 | -912729 | -471247 | -912729 |
Avg Bars in Trades | 79 | 68 | 90 | 79 | 68 | 90 |
Avg Bars in Winners | 129 | 139 | 125 | 129 | 139 | 125 |
Avg Bars in Losers | 41 | 39 | 44 | 41 | 39 | 44 |
Bars Traded | 7606 | 3279 | 4327 | 7606 | 3279 | 4327 |
Profit Streak | 0 | 0 | 41.531 | 0 | 0 | 41.531 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446994 | 158520 | -91832 | -88502 | -589362 | 403021 |
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{ "first_band": { "type": "swma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 59, "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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