Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2932376.764 | 2777889.0073 | 154487.7567 | 3961294.4383 | 3847378.2036 | 113916.2347 |
Total P&L (%) | 2932.3768 | 2777.889 | 154.4878 | 3961.2944 | 3847.3782 | 113.9162 |
Avg Daily Profit (%) | 1.2659 | 1.1992 | 0.0667 | 0.16 | 0.1588 | 0.0328 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163043 | -82267 | -109829 | -13169399 | -9561392 | -7599495 |
Profit Factor | 4.5463 | 7.7845 | 1.3701 | 1.0952 | 1.1843 | 1.0055 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 59 | 23 | 36 | 59 | 23 | 36 |
Losing Trades | 78 | 46 | 32 | 78 | 46 | 32 |
Profitability (%) | 43.0657 | 33.3333 | 52.9412 | 43.0657 | 33.3333 | 52.9412 |
Ratio Avg Win / Avg Loss | 6.0103 | 15.569 | 1.2179 | 1.4479 | 2.3686 | 0.8938 |
Largest Winning Trade | 2410334 | 2410334 | 82070 | 6595977 | 6595977 | 4265719 |
Largest Losing Trade | -65295 | -43649 | -65295 | -5972807 | -2676947 | -5972807 |
Avg Bars in Trades | 65 | 54 | 75 | 65 | 54 | 75 |
Avg Bars in Winners | 103 | 102 | 103 | 103 | 102 | 103 |
Avg Bars in Losers | 36 | 30 | 44 | 36 | 30 | 44 |
Bars Traded | 8945 | 3781 | 5163 | 8945 | 3781 | 5163 |
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 | 673154 | -86398 | -212173 | -110419 | -117422 | -473979 |
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{ "first_band": { "type": "swma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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