Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4364392.4392 | 4332710.7847 | 31681.6545 | 591793.3211 | 478697.6141 | 113095.7069 |
Total P&L (%) | 4364.3924 | 4332.7108 | 31.6817 | 591.7933 | 478.6976 | 113.0957 |
Avg Daily Profit (%) | 1.9742 | 1.9598 | 0.0143 | 0.0875 | 0.0794 | 0.0342 |
Buy And Hold Return (%) | 112.9431 | 112.9431 | 112.9431 | 112.9431 | 112.9431 | 112.9431 |
Max Trade Drawdown | -122433 | -120238 | -71560 | -4750426 | -4737398 | -1423882 |
Profit Factor | 8.0684 | 12.3739 | 1.134 | 1.0419 | 1.0506 | 1.0244 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 41.5584 | 36.8421 | 46.1538 | 41.5584 | 36.8421 | 46.1538 |
Ratio Avg Win / Avg Loss | 11.3462 | 21.2124 | 1.3229 | 1.4652 | 1.8009 | 1.1951 |
Largest Winning Trade | 4346472 | 4346472 | 40480 | 5143082 | 5143082 | 1552698 |
Largest Losing Trade | -56611 | -56611 | -30738 | -2861733 | -2861733 | -864294 |
Avg Bars in Trades | 109 | 160 | 60 | 109 | 160 | 60 |
Avg Bars in Winners | 144 | 226 | 81 | 144 | 226 | 81 |
Avg Bars in Losers | 84 | 122 | 41 | 84 | 122 | 41 |
Bars Traded | 8444 | 6094 | 2350 | 8444 | 6094 | 2350 |
Profit Streak | 0 | 96.6419 | 0 | 0 | 96.6419 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26846 | 653640 | -414133 | -300812 | -257242 | -507717 |
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{ "first_band": { "type": "swma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 241, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 241, "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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