Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655301.3685 | 509924.8547 | 145376.5138 | 778095.5655 | 1015222.7782 | -237127.2128 |
Total P&L (%) | 655.3014 | 509.9249 | 145.3765 | 778.0956 | 1015.2228 | -237.1272 |
Avg Daily Profit (%) | 0.3447 | 0.2682 | 0.0765 | 0.1143 | 0.1269 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95355 | -147764 | -83370 | -3052820 | -3593684 | -2154661 |
Profit Factor | 1.863 | 2.21 | 1.4303 | 1.0593 | 1.1396 | 0.9595 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 46.281 | 39.3443 | 53.3333 | 46.281 | 39.3443 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.1625 | 3.407 | 1.2515 | 1.2295 | 1.7569 | 0.8396 |
Largest Winning Trade | 242864 | 242864 | 51219 | 2751058 | 2751058 | 877358 |
Largest Losing Trade | -29419 | -29419 | -27467 | -756448 | -719369 | -756448 |
Avg Bars in Trades | 91 | 90 | 93 | 91 | 90 | 93 |
Avg Bars in Winners | 143 | 164 | 126 | 143 | 164 | 126 |
Avg Bars in Losers | 47 | 42 | 55 | 47 | 42 | 55 |
Bars Traded | 11112 | 5510 | 5602 | 11112 | 5510 | 5602 |
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 | 420653 | -153276 | -258727 | -196409 | -255123 | -749526 |
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{ "first_band": { "type": "swma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 57, "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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