Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 688491.8097 | 641724.3222 | 46767.4875 | 1057742.8239 | 736106.7401 | 321636.0837 |
Total P&L (%) | 688.4918 | 641.7243 | 46.7675 | 1057.7428 | 736.1067 | 321.6361 |
Avg Daily Profit (%) | 0.3794 | 0.3537 | 0.0258 | 0.1351 | 0.1171 | 0.0793 |
Buy And Hold Return (%) | 217.0095 | 217.0095 | 217.0095 | 217.0095 | 217.0095 | 217.0095 |
Max Trade Drawdown | -97992 | -80124 | -53335 | -2843655 | -2333977 | -857129 |
Profit Factor | 2.3681 | 3.5033 | 1.1894 | 1.2008 | 1.2318 | 1.1538 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 43.0769 | 43.75 | 42.4242 | 43.0769 | 43.75 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.1292 | 4.5043 | 1.6142 | 1.5868 | 1.5838 | 1.5659 |
Largest Winning Trade | 213823 | 213823 | 75591 | 1604979 | 1604979 | 562372 |
Largest Losing Trade | -33024 | -29436 | -33024 | -907325 | -907325 | -551899 |
Avg Bars in Trades | 106 | 106 | 105 | 106 | 106 | 105 |
Avg Bars in Winners | 174 | 175 | 173 | 174 | 175 | 173 |
Avg Bars in Losers | 55 | 53 | 56 | 55 | 53 | 56 |
Bars Traded | 6915 | 3422 | 3493 | 6915 | 3422 | 3493 |
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 | -127845 | 375709 | -338258 | -152131 | -40699 | -156025 |
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{ "first_band": { "type": "swma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "midprice", "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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