Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2224936.7311 | 2177020.0985 | 47916.6325 | 39047999.5764 | 54316724.2173 | -15268724.6409 |
Total P&L (%) | 2224.9367 | 2177.0201 | 47.9166 | 39047.9996 | 54316.7242 | -15268.7246 |
Avg Daily Profit (%) | 1.1926 | 1.1669 | 0.0257 | 0.3205 | 0.3382 | 0 |
Buy And Hold Return (%) | 7870.3068 | 7870.3068 | 7870.3068 | 7870.3068 | 7870.3068 | 7870.3068 |
Max Trade Drawdown | -57513 | -39144 | -69631 | -30883216 | -15605982 | -22347524 |
Profit Factor | 7.2996 | 16.8208 | 1.2223 | 1.5094 | 2.8964 | 0.682 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 48.3871 | 45.1613 | 51.6129 | 48.3871 | 45.1613 | 51.6129 |
Ratio Avg Win / Avg Loss | 7.7863 | 20.4253 | 1.1459 | 1.61 | 3.517 | 0.6394 |
Largest Winning Trade | 1402392 | 1402392 | 67098 | 27788127 | 27788127 | 12030011 |
Largest Losing Trade | -33702 | -23031 | -33702 | -15767878 | -14393483 | -15767878 |
Avg Bars in Trades | 83 | 86 | 81 | 83 | 86 | 81 |
Avg Bars in Winners | 130 | 152 | 110 | 130 | 152 | 110 |
Avg Bars in Losers | 40 | 31 | 50 | 40 | 31 | 50 |
Bars Traded | 5198 | 2671 | 2527 | 5198 | 2671 | 2527 |
Profit Streak | 0 | 169.8036 | 0 | 0 | 169.8036 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -302869 | -144718 | -324562 | -148952 | 494264 | -580608 |
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{ "first_band": { "type": "swma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 34, "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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