Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 989283.2962 | 890713.3424 | 98569.9538 | 3269723.1948 | 2690334.481 | 579388.7138 |
Total P&L (%) | 989.2833 | 890.7133 | 98.57 | 3269.7232 | 2690.3345 | 579.3887 |
Avg Daily Profit (%) | 0.5366 | 0.4832 | 0.0535 | 0.191 | 0.1807 | 0.104 |
Buy And Hold Return (%) | 132.8082 | 132.8082 | 132.8082 | 132.8082 | 132.8082 | 132.8082 |
Max Trade Drawdown | -46571 | -49328 | -37320 | -1068127 | -503526 | -787961 |
Profit Factor | 4.5859 | 7.5836 | 1.7011 | 1.8513 | 2.4773 | 1.2868 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 29.7297 | 29.7297 | 29.7297 | 29.7297 | 29.7297 | 29.7297 |
Ratio Avg Win / Avg Loss | 10.8394 | 17.9248 | 4.0209 | 4.3757 | 5.8555 | 3.0416 |
Largest Winning Trade | 752071 | 752071 | 54896 | 1249619 | 1249619 | 850934 |
Largest Losing Trade | -18625 | -14258 | -18625 | -415437 | -306319 | -415437 |
Avg Bars in Trades | 46 | 45 | 48 | 46 | 45 | 48 |
Avg Bars in Winners | 129 | 129 | 128 | 129 | 129 | 128 |
Avg Bars in Losers | 12 | 9 | 14 | 12 | 9 | 14 |
Bars Traded | 3475 | 1682 | 1793 | 3475 | 1682 | 1793 |
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 | -59340 | 353780 | -293032 | -66272 | 130711 | -63487 |
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{ "first_band": { "type": "swma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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