Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 876248.1608 | 682756.911 | 193491.2497 | 3360527.448 | 1687700.6095 | 1672826.8385 |
Total P&L (%) | 876.2482 | 682.7569 | 193.4913 | 3360.5274 | 1687.7006 | 1672.8268 |
Avg Daily Profit (%) | 0.548 | 0.427 | 0.121 | 0.2219 | 0.1805 | 0.18 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81833 | -53079 | -55327 | -3015968 | -2361675 | -1741307 |
Profit Factor | 2.6366 | 3.3242 | 1.8007 | 1.2893 | 1.2591 | 1.328 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 44 | 16 | 28 | 44 | 16 | 28 |
Losing Trades | 103 | 58 | 45 | 103 | 58 | 45 |
Profitability (%) | 29.932 | 21.6216 | 38.3562 | 29.932 | 21.6216 | 38.3562 |
Ratio Avg Win / Avg Loss | 6.172 | 12.0503 | 2.8939 | 3.0182 | 4.5641 | 2.1342 |
Largest Winning Trade | 403430 | 403430 | 69060 | 2813117 | 2813117 | 1798297 |
Largest Losing Trade | -18258 | -13345 | -18258 | -1101548 | -624845 | -1101548 |
Avg Bars in Trades | 31 | 25 | 37 | 31 | 25 | 37 |
Avg Bars in Winners | 80 | 78 | 82 | 80 | 78 | 82 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 4681 | 1918 | 2763 | 4681 | 1918 | 2763 |
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 | 300675 | -92551 | -104533 | 59966 | -100069 | -67253 |
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{ "first_band": { "type": "swma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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