Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2977622.5432 | 2839454.7651 | 138167.7781 | 3929439.508 | -1137796.3215 | 5067235.8295 |
Total P&L (%) | 2977.6225 | 2839.4548 | 138.1678 | 3929.4395 | -1137.7963 | 5067.2358 |
Avg Daily Profit (%) | 1.2812 | 1.2218 | 0.0595 | 0.1592 | 0 | 0.1699 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115911 | -152842 | -70077 | -11398786 | -13526479 | -2244626 |
Profit Factor | 5.9481 | 8.0873 | 1.6869 | 1.1538 | 0.9461 | 2.1386 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 47.619 | 41.9355 | 53.125 | 47.619 | 41.9355 | 53.125 |
Ratio Avg Win / Avg Loss | 6.5429 | 11.1979 | 1.4885 | 1.2692 | 1.31 | 1.887 |
Largest Winning Trade | 2524663 | 2524663 | 52998 | 7557109 | 7557109 | 2854717 |
Largest Losing Trade | -72417 | -72417 | -33626 | -5967963 | -5967963 | -1099901 |
Avg Bars in Trades | 69 | 110 | 30 | 69 | 110 | 30 |
Avg Bars in Winners | 75 | 120 | 40 | 75 | 120 | 40 |
Avg Bars in Losers | 64 | 103 | 17 | 64 | 103 | 17 |
Bars Traded | 4402 | 3440 | 962 | 4402 | 3440 | 962 |
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 | -129851 | 679832 | -111077 | -195601 | -582287 | 439947 |
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{ "first_band": { "type": "swma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 132, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 132, "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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