Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 805123.0212 | 697252.4308 | 107870.5903 | 3104682.6272 | 2534521.2021 | 570161.4251 |
Total P&L (%) | 805.123 | 697.2524 | 107.8706 | 3104.6826 | 2534.5212 | 570.1614 |
Avg Daily Profit (%) | 0.3865 | 0.3347 | 0.0518 | 0.1666 | 0.1572 | 0.0914 |
Buy And Hold Return (%) | 234.7979 | 234.7979 | 234.7979 | 234.7979 | 234.7979 | 234.7979 |
Max Trade Drawdown | -87113 | -58302 | -89242 | -10497501 | -5499528 | -7349349 |
Profit Factor | 3.0574 | 4.8101 | 1.5178 | 1.1195 | 1.2079 | 1.0414 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 52.2388 | 52.9412 | 51.5152 | 52.2388 | 52.9412 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.7954 | 4.2756 | 1.4285 | 1.0236 | 1.0737 | 0.9801 |
Largest Winning Trade | 363171 | 363171 | 58731 | 4259071 | 3654380 | 4259071 |
Largest Losing Trade | -61279 | -26986 | -61279 | -5118321 | -2453069 | -5118321 |
Avg Bars in Trades | 368 | 320 | 417 | 368 | 320 | 417 |
Avg Bars in Winners | 485 | 431 | 542 | 485 | 431 | 542 |
Avg Bars in Losers | 240 | 196 | 284 | 240 | 196 | 284 |
Bars Traded | 24680 | 10901 | 13779 | 24680 | 10901 | 13779 |
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 | -107966 | 506557 | -287946 | -202013 | 272046 | -251122 |
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{ "first_band": { "type": "rma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 188, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 188, "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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