Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1591530.8291 | 1576419.3548 | 15111.4744 | 844961.6684 | 492149.738 | 352811.9304 |
Total P&L (%) | 1591.5308 | 1576.4194 | 15.1115 | 844.9617 | 492.1497 | 352.8119 |
Avg Daily Profit (%) | 0.7056 | 0.6989 | 0.0067 | 0.0996 | 0.0789 | 0.067 |
Buy And Hold Return (%) | 314.497 | 314.497 | 314.497 | 314.497 | 314.497 | 314.497 |
Max Trade Drawdown | -122016 | -57539 | -160536 | -430096 | -438811 | -372408 |
Profit Factor | 3.6852 | 6.4853 | 1.0495 | 1.3205 | 1.3587 | 1.2791 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 40 | 37.2093 | 42.8571 | 40 | 37.2093 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.5278 | 10.944 | 1.3993 | 1.9808 | 2.2928 | 1.7055 |
Largest Winning Trade | 1178047 | 1178047 | 59341 | 559805 | 559805 | 313289 |
Largest Losing Trade | -45471 | -20953 | -45471 | -328509 | -241004 | -328509 |
Avg Bars in Trades | 50 | 46 | 56 | 50 | 46 | 56 |
Avg Bars in Winners | 98 | 87 | 108 | 98 | 87 | 108 |
Avg Bars in Losers | 19 | 21 | 16 | 19 | 21 | 16 |
Bars Traded | 4333 | 1979 | 2354 | 4333 | 1979 | 2354 |
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 | 512473 | 524953 | -518466 | -65284 | -100782 | -233038 |
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{ "first_band": { "type": "swma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 13, "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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