Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 739311.3039 | 578084.1968 | 161227.1071 | 1775181.4493 | 836125.1682 | 939056.2811 |
Total P&L (%) | 739.3113 | 578.0842 | 161.2271 | 1775.1814 | 836.1252 | 939.0563 |
Avg Daily Profit (%) | 0.2949 | 0.2306 | 0.0643 | 0.117 | 0.0893 | 0.0934 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108207 | -99771 | -91525 | -1651522 | -1545510 | -789767 |
Profit Factor | 1.5041 | 1.7628 | 1.2275 | 1.1423 | 1.1236 | 1.1644 |
Total Trades | 481 | 240 | 241 | 481 | 240 | 241 |
Winning Trades | 173 | 84 | 89 | 173 | 84 | 89 |
Losing Trades | 308 | 156 | 152 | 308 | 156 | 152 |
Profitability (%) | 35.9667 | 35 | 36.9295 | 35.9667 | 35 | 36.9295 |
Ratio Avg Win / Avg Loss | 2.6778 | 3.2737 | 2.0964 | 2.0337 | 2.0867 | 1.9887 |
Largest Winning Trade | 279797 | 279797 | 42544 | 2043602 | 2043602 | 414154 |
Largest Losing Trade | -35448 | -20859 | -35448 | -576508 | -381915 | -576508 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 35 | 36 | 35 | 35 | 36 | 35 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 9976 | 4795 | 5181 | 9976 | 4795 | 5181 |
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 | 310512 | 244314 | -110398 | -101926 | -161665 | -110442 |
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{ "first_band": { "type": "swma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 7, "offset": 0 } } }
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# | 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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