Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309583.9261 | 317763.7254 | -8179.7993 | -125733.7214 | -32936.4101 | -92797.3114 |
Total P&L (%) | 309.5839 | 317.7637 | -8.1798 | -125.7337 | -32.9364 | -92.7973 |
Avg Daily Profit (%) | 0.1567 | 0.1608 | -0.0041 | 0 | -0.0202 | -0.133 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148736 | -161463 | -258967 | -186251 | -103642 | -171824 |
Profit Factor | 1.442 | 1.9656 | 0.978 | 0.715 | 0.8386 | 0.6086 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 40 | 21 | 19 | 26 | 13 | 13 |
Losing Trades | 24 | 11 | 13 | 38 | 19 | 19 |
Profitability (%) | 62.5 | 65.625 | 59.375 | 40.625 | 40.625 | 40.625 |
Ratio Avg Win / Avg Loss | 0.8652 | 1.0296 | 0.6691 | 1.045 | 1.2257 | 0.8895 |
Largest Winning Trade | 72773 | 72773 | 50900 | 34780 | 34044 | 34780 |
Largest Losing Trade | -125564 | -72029 | -125564 | -141204 | -81468 | -141204 |
Avg Bars in Trades | 182 | 217 | 147 | 182 | 217 | 147 |
Avg Bars in Winners | 187 | 184 | 192 | 177 | 233 | 121 |
Avg Bars in Losers | 172 | 279 | 81 | 185 | 205 | 164 |
Bars Traded | 11657 | 6948 | 4709 | 11657 | 6948 | 4709 |
Profit Streak | 487.0322 | 0 | 838.3655 | 0 | 566.3655 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134759 | 428474 | -578250 | -726534 | -582205 | -584456 |
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{ "first_band": { "type": "swma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 121, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 121, "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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