Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2574351.0455 | 2528390.6048 | 45960.4406 | 429800.254 | -1064402.8542 | 1494203.1083 |
Total P&L (%) | 2574.351 | 2528.3906 | 45.9604 | 429.8003 | -1064.4029 | 1494.2031 |
Avg Daily Profit (%) | 1.1087 | 1.0889 | 0.0198 | 0.0718 | 0 | 0.1193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148148 | -165844 | -127848 | -3600354 | -4339233 | -1270188 |
Profit Factor | 4.4093 | 6.9136 | 1.1403 | 1.043 | 0.8551 | 1.5636 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 46.8354 | 41.0256 | 52.5 | 46.8354 | 41.0256 | 52.5 |
Ratio Avg Win / Avg Loss | 5.0051 | 9.9383 | 1.0317 | 1.1839 | 1.2292 | 1.4147 |
Largest Winning Trade | 2364137 | 2364137 | 47305 | 2416915 | 2416915 | 912009 |
Largest Losing Trade | -69099 | -69099 | -59845 | -1928946 | -1928946 | -390915 |
Avg Bars in Trades | 103 | 154 | 53 | 103 | 154 | 53 |
Avg Bars in Winners | 124 | 191 | 73 | 124 | 191 | 73 |
Avg Bars in Losers | 84 | 128 | 31 | 84 | 128 | 31 |
Bars Traded | 8159 | 6024 | 2134 | 8159 | 6024 | 2134 |
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 | -11712 | 665121 | -233935 | -302777 | -582580 | -31249 |
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{ "first_band": { "type": "swma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 239, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 239, "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) |
---|