Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 892244.9728 | 757133.1942 | 135111.7786 | 4932550.1368 | 3612223.1198 | 1320327.017 |
Total P&L (%) | 892.245 | 757.1332 | 135.1118 | 4932.5501 | 3612.2231 | 1320.327 |
Avg Daily Profit (%) | 0.3554 | 0.3016 | 0.0538 | 0.1562 | 0.1441 | 0.1057 |
Buy And Hold Return (%) | 155.086 | 155.086 | 155.086 | 155.086 | 155.086 | 155.086 |
Max Trade Drawdown | -93988 | -105526 | -45886 | -1197736 | -1085279 | -723576 |
Profit Factor | 1.8386 | 2.2464 | 1.296 | 1.5607 | 1.6794 | 1.3793 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 137 | 60 | 77 | 137 | 60 | 77 |
Losing Trades | 191 | 104 | 87 | 191 | 104 | 87 |
Profitability (%) | 41.7683 | 36.5854 | 46.9512 | 41.7683 | 36.5854 | 46.9512 |
Ratio Avg Win / Avg Loss | 2.5633 | 3.8937 | 1.4643 | 2.1759 | 2.911 | 1.5585 |
Largest Winning Trade | 399620 | 399620 | 37021 | 2288496 | 2288496 | 511373 |
Largest Losing Trade | -39223 | -39223 | -22543 | -665573 | -535232 | -665573 |
Avg Bars in Trades | 22 | 20 | 24 | 22 | 20 | 24 |
Avg Bars in Winners | 35 | 34 | 37 | 35 | 34 | 37 |
Avg Bars in Losers | 13 | 12 | 14 | 13 | 12 | 14 |
Bars Traded | 7432 | 3335 | 4096 | 7432 | 3335 | 4096 |
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 | 389342 | 255885 | -287375 | 332753 | -1766 | -50322 |
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{ "first_band": { "type": "swma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 12, "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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