Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494849.3208 | 439793.5483 | 55055.7725 | -112273.7792 | -651144.3762 | 538870.597 |
Total P&L (%) | 494.8493 | 439.7935 | 55.0558 | -112.2738 | -651.1444 | 538.8706 |
Avg Daily Profit (%) | 0.3359 | 0.2986 | 0.0374 | 0 | 0 | 0.126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -244734 | -187374 | -123279 | -1052813 | -1115716 | -247091 |
Profit Factor | 1.6886 | 1.9505 | 1.2151 | 0.9252 | 0.4752 | 3.0704 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 38 | 16 | 22 | 44 | 20 | 24 |
Losing Trades | 46 | 26 | 20 | 40 | 22 | 18 |
Profitability (%) | 45.2381 | 38.0952 | 52.381 | 52.381 | 47.619 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.044 | 3.1696 | 1.1046 | 0.8411 | 0.5228 | 2.3028 |
Largest Winning Trade | 443955 | 443955 | 39231 | 443955 | 443955 | 286624 |
Largest Losing Trade | -105063 | -38191 | -105063 | -254849 | -254849 | -195761 |
Avg Bars in Trades | 33 | 45 | 21 | 33 | 45 | 21 |
Avg Bars in Winners | 42 | 63 | 27 | 26 | 35 | 18 |
Avg Bars in Losers | 26 | 35 | 15 | 41 | 55 | 25 |
Bars Traded | 2830 | 1929 | 899 | 2830 | 1929 | 899 |
Profit Streak | 36.7407 | 95.7407 | 36.7407 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408412 | 307466 | -143228 | -580244 | -581660 | -17302 |
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{ "first_band": { "type": "swma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 93, "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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