Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2650909.7325 | 2597822.4163 | 53087.3162 | 163362.9683 | -324210.3445 | 487573.3128 |
Total P&L (%) | 2650.9097 | 2597.8224 | 53.0873 | 163.363 | -324.2103 | 487.5733 |
Avg Daily Profit (%) | 1.1438 | 1.1209 | 0.0229 | 0.0418 | 0 | 0.0764 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148282 | -172626 | -54869 | -2792096 | -2800015 | -598427 |
Profit Factor | 3.5822 | 5.1131 | 1.1344 | 1.0191 | 0.9446 | 1.1796 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 46.0993 | 40.8451 | 51.4286 | 46.0993 | 40.8451 | 51.4286 |
Ratio Avg Win / Avg Loss | 4.1884 | 7.4052 | 1.0714 | 1.1915 | 1.368 | 1.114 |
Largest Winning Trade | 2449712 | 2449712 | 49507 | 1896493 | 1896493 | 450057 |
Largest Losing Trade | -50342 | -40223 | -50342 | -738258 | -738258 | -578286 |
Avg Bars in Trades | 47 | 63 | 32 | 47 | 63 | 32 |
Avg Bars in Winners | 60 | 83 | 40 | 60 | 83 | 40 |
Avg Bars in Losers | 37 | 49 | 22 | 37 | 49 | 22 |
Bars Traded | 6754 | 4508 | 2246 | 6754 | 4508 | 2246 |
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 | 686734 | -69195 | -330081 | -337776 | -669629 | -207890 |
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{ "first_band": { "type": "swma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 108, "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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