Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1758779.3675 | 1896119.1712 | -137339.8037 | -57209.6692 | -43603.1005 | -13606.5687 |
Total P&L (%) | 1758.7794 | 1896.1192 | -137.3398 | -57.2097 | -43.6031 | -13.6066 |
Avg Daily Profit (%) | 0.7399 | 0.7977 | -0.0578 | -0.0357 | -0.0241 | -0.0062 |
Buy And Hold Return (%) | 231.9073 | 231.9073 | 231.9073 | 231.9073 | 231.9073 | 231.9073 |
Max Trade Drawdown | -314935 | -244065 | -144209 | -1616133 | -1219260 | -480063 |
Profit Factor | 3.1361 | 5.4016 | 0.6501 | 0.9755 | 0.9694 | 0.985 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 44.8718 | 43.5897 | 46.1538 | 44.8718 | 43.5897 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.853 | 6.9903 | 0.7585 | 1.1984 | 1.2545 | 1.1491 |
Largest Winning Trade | 1810635 | 1810635 | 63230 | 1128034 | 1128034 | 326195 |
Largest Losing Trade | -46311 | -44745 | -46311 | -459765 | -332251 | -459765 |
Avg Bars in Trades | 58 | 66 | 49 | 58 | 66 | 49 |
Avg Bars in Winners | 71 | 76 | 67 | 71 | 76 | 67 |
Avg Bars in Losers | 47 | 58 | 35 | 47 | 58 | 35 |
Bars Traded | 4535 | 2590 | 1944 | 4535 | 2590 | 1944 |
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 | -22126 | 675482 | -582253 | -619883 | -581583 | -580586 |
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{ "first_band": { "type": "swma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 84, "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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