Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3222896.909 | 3090987.7324 | 131909.1767 | 4168733.6522 | -1819133.5926 | 5987867.2448 |
Total P&L (%) | 3222.8969 | 3090.9877 | 131.9092 | 4168.7337 | -1819.1336 | 5987.8672 |
Avg Daily Profit (%) | 1.3923 | 1.3353 | 0.057 | 0.1623 | 0 | 0.1777 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119735 | -148422 | -68632 | -10061986 | -11172708 | -4271284 |
Profit Factor | 6.0375 | 9.0311 | 1.5175 | 1.1184 | 0.9277 | 1.5965 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 46.8354 | 46.1538 | 47.5 | 46.8354 | 46.1538 | 47.5 |
Ratio Avg Win / Avg Loss | 6.8534 | 10.5363 | 1.6772 | 1.2695 | 1.0823 | 1.7645 |
Largest Winning Trade | 2825996 | 2825996 | 55963 | 6179325 | 6179325 | 2938191 |
Largest Losing Trade | -69656 | -69656 | -41495 | -5035524 | -5035524 | -3224174 |
Avg Bars in Trades | 103 | 152 | 55 | 103 | 152 | 55 |
Avg Bars in Winners | 134 | 189 | 81 | 134 | 189 | 81 |
Avg Bars in Losers | 76 | 120 | 31 | 76 | 120 | 31 |
Bars Traded | 8163 | 5943 | 2220 | 8163 | 5943 | 2220 |
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 | -10299 | 744618 | -115244 | -115076 | -580586 | 356743 |
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{ "first_band": { "type": "swma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 229, "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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