Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2041164.5742 | 1984191.2302 | 56973.344 | 8042339.8017 | 2635813.7863 | 5406526.0154 |
Total P&L (%) | 2041.1646 | 1984.1912 | 56.9733 | 8042.3398 | 2635.8138 | 5406.526 |
Avg Daily Profit (%) | 1.0393 | 1.0103 | 0.029 | 0.2243 | 0.1686 | 0.2043 |
Buy And Hold Return (%) | 1285.1771 | 1285.1771 | 1285.1771 | 1285.1771 | 1285.1771 | 1285.1771 |
Max Trade Drawdown | -123792 | -61264 | -94218 | -1099870 | -1886384 | -1154740 |
Profit Factor | 4.398 | 7.2109 | 1.2026 | 2.0071 | 1.493 | 3.0487 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 41.6667 | 40 | 43.3333 | 41.6667 | 40 | 43.3333 |
Ratio Avg Win / Avg Loss | 6.1572 | 10.8163 | 1.5726 | 2.8099 | 2.2395 | 3.9868 |
Largest Winning Trade | 1627232 | 1627232 | 59873 | 1853928 | 1451827 | 1853928 |
Largest Losing Trade | -28465 | -25120 | -28465 | -1099870 | -1099870 | -530059 |
Avg Bars in Trades | 31 | 31 | 32 | 31 | 31 | 32 |
Avg Bars in Winners | 55 | 57 | 54 | 55 | 57 | 54 |
Avg Bars in Losers | 14 | 14 | 15 | 14 | 14 | 15 |
Bars Traded | 3828 | 1885 | 1943 | 3828 | 1885 | 1943 |
Profit Streak | 0 | 0 | 491.5576 | 0 | 0 | 491.5576 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294153 | -161399 | -490118 | 311109 | -169752 | -158952 |
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{ "first_band": { "type": "swma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 7, "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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