Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1110756.0971 | 980631.5358 | 130124.5613 | 3179255.7891 | 1823696.7309 | 1355559.0582 |
Total P&L (%) | 1110.7561 | 980.6315 | 130.1246 | 3179.2558 | 1823.6967 | 1355.5591 |
Avg Daily Profit (%) | 0.5997 | 0.5294 | 0.0702 | 0.1886 | 0.1598 | 0.1447 |
Buy And Hold Return (%) | 80.749 | 80.749 | 80.749 | 80.749 | 80.749 | 80.749 |
Max Trade Drawdown | -126935 | -75566 | -59275 | -945576 | -750145 | -363316 |
Profit Factor | 3.0965 | 4.1946 | 1.5839 | 1.8297 | 1.7419 | 1.9865 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 51.6484 | 47.8261 | 55.5556 | 51.6484 | 47.8261 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.8989 | 4.5759 | 1.2671 | 1.7129 | 1.9003 | 1.5892 |
Largest Winning Trade | 752689 | 752689 | 41705 | 1140736 | 1140736 | 549149 |
Largest Losing Trade | -35168 | -35168 | -26402 | -620387 | -620387 | -325189 |
Avg Bars in Trades | 58 | 65 | 50 | 58 | 65 | 50 |
Avg Bars in Winners | 78 | 103 | 56 | 78 | 103 | 56 |
Avg Bars in Losers | 36 | 31 | 42 | 36 | 31 | 42 |
Bars Traded | 5292 | 3028 | 2264 | 5292 | 3028 | 2264 |
Profit Streak | 164.5328 | 189.1995 | 0 | 164.5328 | 189.1995 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 662599 | 643465 | -106014 | 448107 | 389252 | 182692 |
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{ "first_band": { "type": "swma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 142, "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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