Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1191939.741 | 1202275.3604 | -10335.6194 | -73289.9671 | 324441.0745 | -397731.0416 |
Total P&L (%) | 1191.9397 | 1202.2754 | -10.3356 | -73.29 | 324.4411 | -397.731 |
Avg Daily Profit (%) | 0.5011 | 0.5054 | -0.0043 | -0.0555 | 0.0608 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -360520 | -259252 | -133431 | -4016630 | -3294559 | -742025 |
Profit Factor | 2.1245 | 2.7877 | 0.9733 | 0.9892 | 1.0632 | 0.7603 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 89 | 49 | 40 | 89 | 49 | 40 |
Profitability (%) | 41.0596 | 35.5263 | 46.6667 | 41.0596 | 35.5263 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.0497 | 5.0591 | 1.1124 | 1.42 | 1.9296 | 0.8689 |
Largest Winning Trade | 1058944 | 1058944 | 43780 | 2639547 | 2639547 | 295648 |
Largest Losing Trade | -54727 | -54727 | -31570 | -1725332 | -1725332 | -321549 |
Avg Bars in Trades | 46 | 59 | 32 | 46 | 59 | 32 |
Avg Bars in Winners | 67 | 99 | 42 | 67 | 99 | 42 |
Avg Bars in Losers | 31 | 37 | 23 | 31 | 37 | 23 |
Bars Traded | 6959 | 4537 | 2422 | 6959 | 4537 | 2422 |
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 | 430783 | -39118 | -637365 | -581796 | -316703 | -639032 |
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{ "first_band": { "type": "swma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 126, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 126, "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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