Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3915258.7433 | 3859451.5985 | 55807.1449 | 982088.883 | -1098991.2697 | 2081080.1527 |
Total P&L (%) | 3915.2587 | 3859.4516 | 55.8071 | 982.0889 | -1098.9913 | 2081.0802 |
Avg Daily Profit (%) | 1.7658 | 1.7406 | 0.0252 | 0.1075 | 0 | 0.1391 |
Buy And Hold Return (%) | 268.9883 | 268.9883 | 268.9883 | 268.9883 | 268.9883 | 268.9883 |
Max Trade Drawdown | -119557 | -107466 | -79368 | -5312861 | -5035319 | -1837230 |
Profit Factor | 8.0887 | 11.6411 | 1.2943 | 1.0662 | 0.9019 | 1.5729 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 46.3768 | 38.2353 | 54.2857 | 46.3768 | 38.2353 | 54.2857 |
Ratio Avg Win / Avg Loss | 9.3526 | 18.8048 | 1.0899 | 1.2328 | 1.4569 | 1.3245 |
Largest Winning Trade | 3865289 | 3865289 | 36220 | 2791631 | 2791631 | 1683486 |
Largest Losing Trade | -47247 | -47247 | -36535 | -2711256 | -2711256 | -698590 |
Avg Bars in Trades | 122 | 186 | 60 | 122 | 186 | 60 |
Avg Bars in Winners | 153 | 277 | 68 | 153 | 277 | 68 |
Avg Bars in Losers | 95 | 129 | 50 | 95 | 129 | 50 |
Bars Traded | 8434 | 6327 | 2107 | 8434 | 6327 | 2107 |
Profit Streak | 0 | 110.1841 | 0 | 0 | 110.1841 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85153 | 665305 | -324429 | -307035 | -583141 | -4604 |
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{ "first_band": { "type": "swma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 222, "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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