Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786807.1227 | 725040.5155 | 61766.6071 | 2023797.5646 | 1182512.7164 | 841284.8482 |
Total P&L (%) | 786.8071 | 725.0405 | 61.7666 | 2023.7976 | 1182.5127 | 841.2848 |
Avg Daily Profit (%) | 0.4165 | 0.3838 | 0.0327 | 0.1619 | 0.1352 | 0.1188 |
Buy And Hold Return (%) | 223.0371 | 223.0371 | 223.0371 | 223.0371 | 223.0371 | 223.0371 |
Max Trade Drawdown | -64872 | -86194 | -84907 | -1526883 | -952206 | -1177024 |
Profit Factor | 2.3891 | 3.704 | 1.2071 | 1.2609 | 1.2958 | 1.2238 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 40.8602 | 36.9565 | 44.6809 | 40.8602 | 36.9565 | 44.6809 |
Ratio Avg Win / Avg Loss | 3.4579 | 6.3185 | 1.4945 | 1.825 | 2.2106 | 1.5152 |
Largest Winning Trade | 325192 | 325192 | 59385 | 1271908 | 1271908 | 1044856 |
Largest Losing Trade | -36784 | -21222 | -36784 | -526093 | -453955 | -526093 |
Avg Bars in Trades | 79 | 71 | 87 | 79 | 71 | 87 |
Avg Bars in Winners | 127 | 120 | 132 | 127 | 120 | 132 |
Avg Bars in Losers | 46 | 43 | 50 | 46 | 43 | 50 |
Bars Traded | 7421 | 3308 | 4113 | 7421 | 3308 | 4113 |
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 | 305677 | 308386 | -317458 | 193032 | -17140 | -37723 |
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{ "first_band": { "type": "swma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 31, "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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