Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387733.9067 | 119853.1658 | 267880.7409 | 1284603.3753 | 302854.9832 | 981748.3921 |
Total P&L (%) | 387.7339 | 119.8532 | 267.8807 | 1284.6034 | 302.855 | 981.7484 |
Avg Daily Profit (%) | 0.3012 | 0.0931 | 0.2081 | 0.2044 | 0.1083 | 0.1852 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73546 | -71660 | -28159 | -1448303 | -1179843 | -623402 |
Profit Factor | 1.9463 | 1.401 | 3.4167 | 1.2685 | 1.0974 | 1.5862 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 56 | 21 | 35 | 56 | 21 | 35 |
Losing Trades | 54 | 34 | 20 | 54 | 34 | 20 |
Profitability (%) | 50.9091 | 38.1818 | 63.6364 | 50.9091 | 38.1818 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.8768 | 2.2682 | 1.9524 | 1.2232 | 1.7767 | 0.9064 |
Largest Winning Trade | 60096 | 60096 | 36288 | 980894 | 980894 | 220111 |
Largest Losing Trade | -26104 | -26104 | -18732 | -563549 | -563549 | -466638 |
Avg Bars in Trades | 44 | 48 | 41 | 44 | 48 | 41 |
Avg Bars in Winners | 62 | 74 | 55 | 62 | 74 | 55 |
Avg Bars in Losers | 26 | 31 | 17 | 26 | 31 | 17 |
Bars Traded | 4922 | 2641 | 2281 | 4922 | 2641 | 2281 |
Profit Streak | 0 | 0 | 48.9561 | 0 | 0 | 48.9561 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453342 | -251501 | -163500 | 301550 | -345356 | -169647 |
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{ "first_band": { "type": "swma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 107, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 107, "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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