Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2658400.0745 | 2439074.9933 | 219325.0812 | 33764264.1148 | 7279738.3312 | 26484525.7835 |
Total P&L (%) | 2658.4001 | 2439.075 | 219.3251 | 33764.2641 | 7279.7383 | 26484.5258 |
Avg Daily Profit (%) | 1.1472 | 1.0525 | 0.0946 | 0.2517 | 0.1858 | 0.2412 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102930 | -118644 | -81879 | -50554149 | -59324133 | -45082923 |
Profit Factor | 6.5057 | 11.9564 | 1.8428 | 1.1957 | 1.0803 | 1.3233 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 54.386 | 44.8276 | 64.2857 | 54.386 | 44.8276 | 64.2857 |
Ratio Avg Win / Avg Loss | 5.4564 | 14.7155 | 1.0238 | 1.0028 | 1.3296 | 0.7352 |
Largest Winning Trade | 1949494 | 1949494 | 81774 | 45372737 | 45372737 | 26728794 |
Largest Losing Trade | -53604 | -39196 | -53604 | -35055153 | -26039532 | -35055153 |
Avg Bars in Trades | 112 | 101 | 124 | 112 | 101 | 124 |
Avg Bars in Winners | 141 | 127 | 152 | 141 | 127 | 152 |
Avg Bars in Losers | 77 | 80 | 73 | 77 | 80 | 73 |
Bars Traded | 6423 | 2947 | 3476 | 6423 | 2947 | 3476 |
Profit Streak | 53.3598 | 53.3598 | 74.6931 | 53.3598 | 53.3598 | 74.6931 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155950 | 734750 | -82871 | -174753 | -125761 | -11696 |
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{ "first_band": { "type": "sma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 74, "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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