Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1087913.0116 | 818501.9187 | 269411.093 | 20359671.1956 | 6737440.6034 | 13622230.5922 |
Total P&L (%) | 1087.913 | 818.5019 | 269.4111 | 20359.6712 | 6737.4406 | 13622.2306 |
Avg Daily Profit (%) | 0.4569 | 0.3437 | 0.1131 | 0.2237 | 0.1776 | 0.2069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141630 | -52420 | -95453 | -65014388 | -29355869 | -50984157 |
Profit Factor | 2.4464 | 3.0121 | 1.7801 | 1.0898 | 1.0637 | 1.1126 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 52.9915 | 55.9322 | 50 | 52.9915 | 55.9322 | 50 |
Ratio Avg Win / Avg Loss | 2.1702 | 2.3732 | 1.7801 | 0.9667 | 0.838 | 1.1126 |
Largest Winning Trade | 189897 | 189897 | 64408 | 26589517 | 16469414 | 26589517 |
Largest Losing Trade | -44764 | -44764 | -37026 | -21512162 | -18257934 | -21512162 |
Avg Bars in Trades | 58 | 39 | 77 | 58 | 39 | 77 |
Avg Bars in Winners | 68 | 37 | 103 | 68 | 37 | 103 |
Avg Bars in Losers | 46 | 41 | 51 | 46 | 41 | 51 |
Bars Traded | 6817 | 2322 | 4495 | 6817 | 2322 | 4495 |
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 | 561353 | -160891 | -218639 | -114529 | -320233 | -268660 |
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{ "first_band": { "type": "midprice", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 32, "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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