Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536670.2996 | 385160.8619 | 151509.4377 | 1645929.653 | -896446.4942 | 2542376.1472 |
Total P&L (%) | 536.6703 | 385.1609 | 151.5094 | 1645.9297 | -896.4465 | 2542.3761 |
Avg Daily Profit (%) | 0.2716 | 0.1949 | 0.0767 | 0.1448 | 0 | 0.1658 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131299 | -110953 | -118860 | -4793219 | -5480181 | -2684700 |
Profit Factor | 2.0253 | 2.5254 | 1.5592 | 1.1365 | 0.8799 | 1.5536 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 60.1626 | 58.0645 | 62.2951 | 60.1626 | 58.0645 | 62.2951 |
Ratio Avg Win / Avg Loss | 1.341 | 1.8239 | 0.9437 | 0.7526 | 0.6355 | 0.9403 |
Largest Winning Trade | 119839 | 119839 | 59676 | 2145994 | 2145994 | 1548600 |
Largest Losing Trade | -56872 | -35091 | -56872 | -1929099 | -1929099 | -1662547 |
Avg Bars in Trades | 93 | 109 | 77 | 93 | 109 | 77 |
Avg Bars in Winners | 116 | 142 | 91 | 116 | 142 | 91 |
Avg Bars in Losers | 58 | 63 | 53 | 58 | 63 | 53 |
Bars Traded | 11493 | 6784 | 4709 | 11493 | 6784 | 4709 |
Profit Streak | 0 | 0 | 510.0067 | 0 | 0 | 510.0067 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469122 | -140743 | -250074 | -69642 | -733912 | -151789 |
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{ "first_band": { "type": "swma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 154, "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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