Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554578.0378 | 324215.2546 | 230362.7832 | 2630515.5601 | 2121980.0976 | 508535.4624 |
Total P&L (%) | 554.578 | 324.2153 | 230.3628 | 2630.5156 | 2121.9801 | 508.5355 |
Avg Daily Profit (%) | 0.33 | 0.1929 | 0.1371 | 0.197 | 0.1847 | 0.1075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133401 | -118790 | -81500 | -771179 | -374837 | -607610 |
Profit Factor | 1.4238 | 1.5207 | 1.3359 | 1.4953 | 1.9014 | 1.172 |
Total Trades | 625 | 313 | 312 | 625 | 313 | 312 |
Winning Trades | 215 | 101 | 114 | 215 | 101 | 114 |
Losing Trades | 410 | 212 | 198 | 410 | 212 | 198 |
Profitability (%) | 34.4 | 32.2684 | 36.5385 | 34.4 | 32.2684 | 36.5385 |
Ratio Avg Win / Avg Loss | 2.7152 | 3.192 | 2.3202 | 2.8515 | 3.991 | 2.0356 |
Largest Winning Trade | 63941 | 63941 | 42323 | 744019 | 744019 | 586045 |
Largest Losing Trade | -21235 | -12889 | -21235 | -266598 | -181431 | -266598 |
Avg Bars in Trades | 8 | 7 | 8 | 8 | 7 | 8 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 4 | 4 | 3 | 4 | 4 | 3 |
Bars Traded | 5006 | 2415 | 2591 | 5006 | 2415 | 2591 |
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 | 308760 | 164435 | -12518 | 283563 | 215284 | -83141 |
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{ "first_band": { "type": "swma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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