Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1204065.7526 | 1331071.2883 | -127005.5357 | -92896.173 | 332253.6202 | -425149.7932 |
Total P&L (%) | 1204.0658 | 1331.0713 | -127.0055 | -92.8962 | 332.2536 | -425.1498 |
Avg Daily Profit (%) | 0.6308 | 0.6974 | -0.0665 | -0.1385 | 0.0767 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -481255 | -314776 | -166479 | -2627796 | -1740516 | -909457 |
Profit Factor | 2.6652 | 4.1014 | 0.5678 | 0.9688 | 1.179 | 0.6222 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 39.3617 | 36.1702 | 42.5532 | 39.3617 | 36.1702 | 42.5532 |
Ratio Avg Win / Avg Loss | 4.1059 | 7.2378 | 0.7666 | 1.4925 | 2.0805 | 0.8399 |
Largest Winning Trade | 1640140 | 1640140 | 23663 | 2065933 | 2065933 | 443005 |
Largest Losing Trade | -42556 | -42556 | -32910 | -883505 | -883505 | -399949 |
Avg Bars in Trades | 58 | 76 | 41 | 58 | 76 | 41 |
Avg Bars in Winners | 74 | 109 | 45 | 74 | 109 | 45 |
Avg Bars in Losers | 48 | 57 | 38 | 48 | 57 | 38 |
Bars Traded | 5541 | 3601 | 1940 | 5541 | 3601 | 1940 |
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 | 465034 | 508598 | -583592 | -582997 | -118348 | -583592 |
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{ "first_band": { "type": "swma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 125, "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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