Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718138.4587 | 548786.1736 | 169352.285 | 1509147.7059 | 1376645.4338 | 132502.2721 |
Total P&L (%) | 718.1385 | 548.7862 | 169.3523 | 1509.1477 | 1376.6454 | 132.5023 |
Avg Daily Profit (%) | 0.4486 | 0.3428 | 0.1058 | 0.1737 | 0.1683 | 0.0527 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129344 | -122171 | -80003 | -5946033 | -4648880 | -2595663 |
Profit Factor | 2.3074 | 2.7618 | 1.7122 | 1.1208 | 1.1968 | 1.0241 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 47 | 29 | 18 | 47 | 29 | 18 |
Profitability (%) | 47.191 | 35.5556 | 59.0909 | 47.191 | 35.5556 | 59.0909 |
Ratio Avg Win / Avg Loss | 2.5821 | 5.0059 | 1.1853 | 1.2542 | 2.1691 | 0.709 |
Largest Winning Trade | 268937 | 268937 | 70115 | 3753490 | 3753490 | 1210815 |
Largest Losing Trade | -32185 | -23491 | -32185 | -2068573 | -1050369 | -2068573 |
Avg Bars in Trades | 105 | 97 | 114 | 105 | 97 | 114 |
Avg Bars in Winners | 156 | 177 | 144 | 156 | 177 | 144 |
Avg Bars in Losers | 60 | 53 | 70 | 60 | 53 | 70 |
Bars Traded | 9416 | 4396 | 5020 | 9416 | 4396 | 5020 |
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 | 493257 | 323202 | -48367 | -80679 | -767 | -316940 |
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{ "first_band": { "type": "swma", "factors": { "length": 73, "offset": 55 } }, "second_band": { "type": "midpoint", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 73, "offset": 55 } }, "second_band": { "type": "midpoint", "factors": { "length": 64, "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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