Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 834524.9655 | 742756.8319 | 91768.1336 | 2361800.8411 | 1582989.8088 | 778811.0322 |
Total P&L (%) | 834.525 | 742.7568 | 91.7681 | 2361.8008 | 1582.9898 | 778.811 |
Avg Daily Profit (%) | 0.4505 | 0.4009 | 0.0495 | 0.1731 | 0.1525 | 0.1174 |
Buy And Hold Return (%) | 165.6287 | 165.6287 | 165.6287 | 165.6287 | 165.6287 | 165.6287 |
Max Trade Drawdown | -126906 | -71293 | -85501 | -5912066 | -3026630 | -3677883 |
Profit Factor | 2.4819 | 3.9191 | 1.2973 | 1.2118 | 1.2775 | 1.143 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 42.8571 | 46.1538 | 39.4737 | 42.8571 | 46.1538 | 39.4737 |
Ratio Avg Win / Avg Loss | 3.3092 | 4.5722 | 1.9892 | 1.6158 | 1.4904 | 1.7527 |
Largest Winning Trade | 378725 | 378725 | 70872 | 2001813 | 2001813 | 1635863 |
Largest Losing Trade | -40833 | -31996 | -40833 | -1681557 | -1541398 | -1681557 |
Avg Bars in Trades | 140 | 136 | 145 | 140 | 136 | 145 |
Avg Bars in Winners | 239 | 213 | 270 | 239 | 213 | 270 |
Avg Bars in Losers | 66 | 69 | 64 | 66 | 69 | 64 |
Bars Traded | 10851 | 5305 | 5546 | 10851 | 5305 | 5546 |
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 | -35454 | 485669 | -295436 | -40591 | 219701 | -103612 |
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{ "first_band": { "type": "swma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 39, "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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