Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502662.299 | 446831.3362 | 55830.9627 | 301889.8876 | 114440.3388 | 187449.5489 |
Total P&L (%) | 502.6623 | 446.8313 | 55.831 | 301.8899 | 114.4403 | 187.4495 |
Avg Daily Profit (%) | 0.2543 | 0.226 | 0.0282 | 0.0704 | 0.0386 | 0.0534 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111043 | -114170 | -178269 | -478293 | -438013 | -211951 |
Profit Factor | 1.6234 | 2.0953 | 1.1402 | 1.1874 | 1.1213 | 1.2808 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 42.1488 | 39.3443 | 45 | 42.1488 | 39.3443 | 45 |
Ratio Avg Win / Avg Loss | 2.2282 | 3.2303 | 1.3935 | 1.6297 | 1.7286 | 1.5654 |
Largest Winning Trade | 128325 | 128325 | 68093 | 258263 | 213165 | 258263 |
Largest Losing Trade | -51351 | -38043 | -51351 | -199156 | -199156 | -96141 |
Avg Bars in Trades | 47 | 46 | 49 | 47 | 46 | 49 |
Avg Bars in Winners | 77 | 76 | 79 | 77 | 76 | 79 |
Avg Bars in Losers | 25 | 26 | 25 | 25 | 26 | 25 |
Bars Traded | 5789 | 2814 | 2975 | 5789 | 2814 | 2975 |
Profit Streak | 0 | 0 | 547.0039 | 0 | 0 | 547.0039 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318340 | -154274 | -392988 | -114998 | -393453 | -291040 |
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{ "first_band": { "type": "swma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 25, "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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