Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -993163.1088 | 78735.9824 | -1071899.0913 | 851146.709 | 7750538.9095 | -6899392.2005 |
Total P&L (%) | -993.1631 | 78.736 | -1071.8991 | 851.1467 | 7750.5389 | -6899.3922 |
Avg Daily Profit (%) | -0.4207 | 0.0334 | -0.4541 | 0.0955 | 0.185 | 0 |
Buy And Hold Return (%) | 470.3331 | 470.3331 | 470.3331 | 470.3331 | 470.3331 | 470.3331 |
Max Trade Drawdown | -1202933 | -110562 | -1219511 | -18506340 | -5139425 | -19474092 |
Profit Factor | 0.4488 | 1.3119 | 0.3081 | 1.0201 | 1.7905 | 0.7878 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 42 | 21 | 21 | 36 | 18 | 18 |
Losing Trades | 31 | 16 | 15 | 37 | 19 | 18 |
Profitability (%) | 57.5342 | 56.7568 | 58.3333 | 49.3151 | 48.6486 | 50 |
Ratio Avg Win / Avg Loss | 0.3312 | 0.9996 | 0.2201 | 1.0485 | 1.89 | 0.7878 |
Largest Winning Trade | 55505 | 55505 | 47786 | 5773643 | 5773643 | 5312957 |
Largest Losing Trade | -638115 | -49964 | -638115 | -11714824 | -2847331 | -11714824 |
Avg Bars in Trades | 93 | 54 | 132 | 93 | 54 | 132 |
Avg Bars in Winners | 70 | 32 | 108 | 93 | 58 | 128 |
Avg Bars in Losers | 123 | 83 | 166 | 93 | 51 | 136 |
Bars Traded | 6801 | 2031 | 4770 | 6801 | 2031 | 4770 |
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 | -655801 | -314741 | -579699 | -348206 | 388274 | -580780 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 192, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 192, "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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