Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2512122.8917 | -153998.3196 | -2358124.5721 | -99262.3932 | 6370049.532 | -6469311.9251 |
Total P&L (%) | -2512.1229 | -153.9983 | -2358.1246 | -99.2624 | 6370.0495 | -6469.3119 |
Avg Daily Profit (%) | -1.0856 | -0.0666 | -1.0191 | -0.2119 | 0.1804 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2593412 | -177696 | -2447339 | -10084265 | -493738 | -11054327 |
Profit Factor | 0.1944 | 0.6118 | 0.1335 | 0.9921 | 7.4632 | 0.4382 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 50 | 22 | 28 | 42 | 21 | 21 |
Losing Trades | 25 | 15 | 10 | 33 | 16 | 17 |
Profitability (%) | 66.6667 | 59.4595 | 73.6842 | 56 | 56.7568 | 55.2632 |
Ratio Avg Win / Avg Loss | 0.0972 | 0.4171 | 0.0477 | 0.7795 | 5.6862 | 0.3548 |
Largest Winning Trade | 52375 | 36289 | 52375 | 4641915 | 4641915 | 1544119 |
Largest Losing Trade | -1984632 | -77321 | -1984632 | -7680310 | -493738 | -7680310 |
Avg Bars in Trades | 118 | 131 | 106 | 118 | 131 | 106 |
Avg Bars in Winners | 68 | 79 | 60 | 121 | 142 | 101 |
Avg Bars in Losers | 218 | 207 | 236 | 114 | 116 | 113 |
Bars Traded | 8914 | 4856 | 4058 | 8914 | 4856 | 4058 |
Profit Streak | 33.2102 | 33.2102 | 280.2102 | 33.2102 | 33.2102 | 333.9602 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -638082 | -578551 | -576280 | -639465 | 657886 | -578657 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 177, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 177, "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) |
---|