Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1184109.7767 | 1104344.4251 | 79765.3517 | 330005.3365 | -20667.0588 | 350672.3953 |
Total P&L (%) | 1184.1098 | 1104.3444 | 79.7654 | 330.0053 | -20.6671 | 350.6724 |
Avg Daily Profit (%) | 0.4915 | 0.4584 | 0.0331 | 0.0606 | -0.0096 | 0.0625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129828 | -66941 | -120300 | -414191 | -384261 | -226657 |
Profit Factor | 3.0017 | 4.5418 | 1.2851 | 1.1946 | 0.9785 | 1.4771 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 37.0968 | 32.2581 | 41.9355 | 37.0968 | 32.2581 | 41.9355 |
Ratio Avg Win / Avg Loss | 5.0898 | 9.5378 | 1.7794 | 2.0257 | 2.0548 | 2.0453 |
Largest Winning Trade | 937631 | 937631 | 63666 | 325851 | 325851 | 246767 |
Largest Losing Trade | -56829 | -35528 | -56829 | -226657 | -140828 | -226657 |
Avg Bars in Trades | 151 | 129 | 172 | 151 | 129 | 172 |
Avg Bars in Winners | 270 | 224 | 306 | 270 | 224 | 306 |
Avg Bars in Losers | 80 | 84 | 76 | 80 | 84 | 76 |
Bars Traded | 9367 | 4011 | 5355 | 9367 | 4011 | 5355 |
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 | -147533 | 387556 | -150734 | -281184 | -584939 | -110357 |
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{ "first_band": { "type": "swma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 39, "offset": 0 } } }
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# | 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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