Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859545.2033 | 688476.7817 | 171068.4217 | 1525729.2405 | 1335556.5592 | 190172.6813 |
Total P&L (%) | 859.5452 | 688.4768 | 171.0684 | 1525.7292 | 1335.5566 | 190.1727 |
Avg Daily Profit (%) | 0.5371 | 0.4302 | 0.1069 | 0.1744 | 0.1666 | 0.0666 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83132 | -73425 | -102199 | -1694386 | -1448023 | -1688609 |
Profit Factor | 2.3791 | 2.8388 | 1.6875 | 1.1939 | 1.3012 | 1.0554 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 38.5321 | 30.9091 | 46.2963 | 38.5321 | 30.9091 | 46.2963 |
Ratio Avg Win / Avg Loss | 3.7952 | 6.3455 | 1.9575 | 1.9045 | 2.9085 | 1.2242 |
Largest Winning Trade | 435062 | 435062 | 62573 | 2077181 | 2077181 | 484806 |
Largest Losing Trade | -30595 | -23577 | -30595 | -726468 | -439957 | -726468 |
Avg Bars in Trades | 172 | 158 | 187 | 172 | 158 | 187 |
Avg Bars in Winners | 282 | 307 | 265 | 282 | 307 | 265 |
Avg Bars in Losers | 104 | 91 | 120 | 104 | 91 | 120 |
Bars Traded | 18834 | 8706 | 10128 | 18834 | 8706 | 10128 |
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 | 406101 | -172333 | -228584 | -2503 | -178803 | -445146 |
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{ "first_band": { "type": "swma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 63, "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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