Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941567.7111 | 813109.4435 | 128458.2676 | 8141122.4244 | 3750190.2446 | 4390932.1798 |
Total P&L (%) | 941.5677 | 813.1094 | 128.4583 | 8141.1224 | 3750.1902 | 4390.9322 |
Avg Daily Profit (%) | 0.5083 | 0.4389 | 0.0693 | 0.2384 | 0.1973 | 0.2056 |
Buy And Hold Return (%) | 94.1581 | 94.1581 | 94.1581 | 94.1581 | 94.1581 | 94.1581 |
Max Trade Drawdown | -60412 | -48128 | -69681 | -5646883 | -4593844 | -4467364 |
Profit Factor | 2.6925 | 4.3617 | 1.4085 | 1.3773 | 1.3396 | 1.4167 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 31.6667 | 31.6667 | 31.6667 | 31.6667 | 31.6667 | 31.6667 |
Ratio Avg Win / Avg Loss | 5.8102 | 9.4121 | 3.0395 | 2.972 | 2.8908 | 3.0571 |
Largest Winning Trade | 378725 | 378725 | 71984 | 4517964 | 4420912 | 4517964 |
Largest Losing Trade | -22210 | -22210 | -19897 | -2397497 | -2397497 | -1438497 |
Avg Bars in Trades | 29 | 28 | 31 | 29 | 28 | 31 |
Avg Bars in Winners | 76 | 70 | 81 | 76 | 70 | 81 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3595 | 1683 | 1912 | 3595 | 1683 | 1912 |
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 | 333930 | -158903 | -327523 | 125998 | -166858 | -166594 |
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{ "first_band": { "type": "swma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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