Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470827.4881 | 436380.1186 | 34447.3695 | 196237.3016 | 2919819.4246 | -2723582.123 |
Total P&L (%) | 470.8275 | 436.3801 | 34.4474 | 196.2373 | 2919.8194 | -2723.5821 |
Avg Daily Profit (%) | 0.2744 | 0.2544 | 0.0201 | 0.0633 | 0.1988 | 0 |
Buy And Hold Return (%) | 96.8044 | 96.8044 | 96.8044 | 96.8044 | 96.8044 | 96.8044 |
Max Trade Drawdown | -180515 | -80515 | -122050 | -7101982 | -3513134 | -4012495 |
Profit Factor | 2.1281 | 3.2697 | 1.153 | 1.0162 | 1.4977 | 0.5642 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 50.4505 | 51.7857 | 49.0909 | 50.4505 | 51.7857 | 49.0909 |
Ratio Avg Win / Avg Loss | 2.0901 | 3.0442 | 1.1957 | 0.998 | 1.3944 | 0.5851 |
Largest Winning Trade | 245079 | 245079 | 70195 | 1901241 | 1901241 | 1084786 |
Largest Losing Trade | -85445 | -33344 | -85445 | -1824190 | -1824190 | -1599938 |
Avg Bars in Trades | 43 | 47 | 40 | 43 | 47 | 40 |
Avg Bars in Winners | 42 | 35 | 48 | 42 | 35 | 48 |
Avg Bars in Losers | 45 | 59 | 32 | 45 | 59 | 32 |
Bars Traded | 4865 | 2654 | 2211 | 4865 | 2654 | 2211 |
Profit Streak | 0 | 0 | 4.7035 | 0 | 0 | 4.7035 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403324 | -167258 | -563989 | -319116 | -170504 | -760748 |
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{ "first_band": { "type": "swma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 237 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 237 } } }
# | 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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