Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1740825.6746 | 1536617.5322 | 204208.1424 | 55393171.5183 | 32104146.0342 | 23289025.484 |
Total P&L (%) | 1740.8257 | 1536.6175 | 204.2081 | 55393.1715 | 32104.146 | 23289.0255 |
Avg Daily Profit (%) | 0.6963 | 0.6146 | 0.0817 | 0.2531 | 0.2313 | 0.2184 |
Buy And Hold Return (%) | 435.2572 | 435.2572 | 435.2572 | 435.2572 | 435.2572 | 435.2572 |
Max Trade Drawdown | -59867 | -55442 | -36873 | -32545196 | -29934032 | -21929064 |
Profit Factor | 5.3726 | 8.5052 | 2.056 | 1.4322 | 1.4583 | 1.4006 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 36.3636 | 34 | 38.7755 | 36.3636 | 34 | 38.7755 |
Ratio Avg Win / Avg Loss | 9.4021 | 16.51 | 3.2463 | 2.5063 | 2.8309 | 2.2115 |
Largest Winning Trade | 1006422 | 1006422 | 54786 | 30015146 | 30015146 | 25049559 |
Largest Losing Trade | -23040 | -17354 | -23040 | -14286769 | -8786717 | -14286769 |
Avg Bars in Trades | 49 | 42 | 56 | 49 | 42 | 56 |
Avg Bars in Winners | 97 | 78 | 114 | 97 | 78 | 114 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 4867 | 2118 | 2749 | 4867 | 2118 | 2749 |
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 | 471099 | -168807 | -250033 | 196365 | -175810 | 206510 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 5, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 5, "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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