Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1634651.9975 | -7263.6792 | -1627388.3183 | -193319.2168 | -6073897.6134 | 5880578.3966 |
Total P&L (%) | -1634.652 | -7.2637 | -1627.3883 | -193.3192 | -6073.8976 | 5880.5784 |
Avg Daily Profit (%) | -0.693 | -0.0031 | -0.6899 | 0 | 0 | 0.1736 |
Buy And Hold Return (%) | 592.1876 | 592.1876 | 592.1876 | 592.1876 | 592.1876 | 592.1876 |
Max Trade Drawdown | -1781044 | -188051 | -1696656 | -9183506 | -8072802 | -2849848 |
Profit Factor | 0.3541 | 0.984 | 0.2165 | 0.9897 | 0.4978 | 1.8928 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 163 | 77 | 86 | 121 | 57 | 64 |
Losing Trades | 59 | 34 | 25 | 101 | 54 | 47 |
Profitability (%) | 73.4234 | 69.3694 | 77.4775 | 54.5045 | 51.3514 | 57.6577 |
Ratio Avg Win / Avg Loss | 0.1282 | 0.4345 | 0.0629 | 0.8261 | 0.4716 | 1.3901 |
Largest Winning Trade | 23517 | 23517 | 20885 | 3256081 | 446867 | 3256081 |
Largest Losing Trade | -1305750 | -64126 | -1305750 | -3371567 | -3371567 | -1287901 |
Avg Bars in Trades | 62 | 72 | 53 | 62 | 72 | 53 |
Avg Bars in Winners | 20 | 22 | 19 | 46 | 49 | 44 |
Avg Bars in Losers | 177 | 185 | 168 | 81 | 96 | 65 |
Bars Traded | 13912 | 7997 | 5915 | 13912 | 7997 | 5915 |
Profit Streak | 56.205 | 78.705 | 56.205 | 0 | 0 | 0 |
Trades During Streak | 8 | 4 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574960 | -576831 | -575734 | -579032 | -580861 | 397012 |
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{ "first_band": { "type": "swma", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 216, "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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