Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626625.1783 | 721731.9708 | -95106.7925 | -149915.8878 | 1689511.6782 | -1839427.566 |
Total P&L (%) | 626.6252 | 721.732 | -95.1068 | -149.9159 | 1689.5117 | -1839.4276 |
Avg Daily Profit (%) | 0.3356 | 0.3865 | -0.0509 | 0 | 0.1546 | 0 |
Buy And Hold Return (%) | 635.7369 | 635.7369 | 635.7369 | 635.7369 | 635.7369 | 635.7369 |
Max Trade Drawdown | -194085 | -101729 | -217792 | -1706172 | -374080 | -2306286 |
Profit Factor | 1.5188 | 2.285 | 0.8528 | 0.9665 | 2.1832 | 0.3973 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 91 | 44 | 47 | 92 | 51 | 41 |
Losing Trades | 88 | 46 | 42 | 87 | 39 | 48 |
Profitability (%) | 50.838 | 48.8889 | 52.809 | 51.3966 | 56.6667 | 46.0674 |
Ratio Avg Win / Avg Loss | 1.4687 | 2.3889 | 0.7621 | 0.914 | 1.6695 | 0.4651 |
Largest Winning Trade | 253306 | 253306 | 33844 | 798341 | 798341 | 108435 |
Largest Losing Trade | -111127 | -43937 | -111127 | -1237418 | -186157 | -1237418 |
Avg Bars in Trades | 40 | 51 | 30 | 40 | 51 | 30 |
Avg Bars in Winners | 47 | 56 | 38 | 40 | 52 | 24 |
Avg Bars in Losers | 34 | 46 | 21 | 41 | 50 | 34 |
Bars Traded | 7337 | 4641 | 2696 | 7337 | 4641 | 2696 |
Profit Streak | 0 | 0 | 0 | 13.5738 | 13.5738 | 31.5738 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154114 | -110457 | -580730 | -578581 | 343439 | -582083 |
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{ "first_band": { "type": "swma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 90, "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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