Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590656.7912 | 505764.9887 | 84891.8025 | 644701.3315 | 301025.8077 | 343675.5239 |
Total P&L (%) | 590.6568 | 505.765 | 84.8918 | 644.7013 | 301.0258 | 343.6755 |
Avg Daily Profit (%) | 0.3153 | 0.27 | 0.0453 | 0.1072 | 0.0742 | 0.0796 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119910 | -64094 | -67014 | -503553 | -467527 | -241049 |
Profit Factor | 2.6039 | 3.534 | 1.5033 | 1.3074 | 1.2456 | 1.3942 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 42.3729 | 36.6667 | 48.2759 | 42.3729 | 36.6667 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.5413 | 6.1042 | 1.6107 | 1.778 | 2.1515 | 1.4938 |
Largest Winning Trade | 426123 | 426123 | 62390 | 421410 | 421410 | 363311 |
Largest Losing Trade | -45454 | -45454 | -27120 | -213649 | -149198 | -213649 |
Avg Bars in Trades | 60 | 46 | 75 | 60 | 46 | 75 |
Avg Bars in Winners | 100 | 79 | 116 | 100 | 79 | 116 |
Avg Bars in Losers | 31 | 27 | 37 | 31 | 27 | 37 |
Bars Traded | 3593 | 1403 | 2190 | 3593 | 1403 | 2190 |
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 | -168477 | 364422 | -130678 | -230646 | -98297 | -86795 |
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{ "first_band": { "type": "swma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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