Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 961854.1775 | 835332.4629 | 126521.7147 | 6022117.524 | 4534190.928 | 1487926.5961 |
Total P&L (%) | 961.8542 | 835.3325 | 126.5217 | 6022.1175 | 4534.1909 | 1487.9266 |
Avg Daily Profit (%) | 0.5245 | 0.4555 | 0.069 | 0.2246 | 0.2094 | 0.1509 |
Buy And Hold Return (%) | 137.4636 | 137.4636 | 137.4636 | 137.4636 | 137.4636 | 137.4636 |
Max Trade Drawdown | -48354 | -42267 | -30501 | -631320 | -388024 | -518550 |
Profit Factor | 5.037 | 8.5234 | 1.9945 | 2.8511 | 4.3531 | 1.7827 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 33.3333 | 33.3333 | 33.3333 | 33.3333 | 33.3333 | 33.3333 |
Ratio Avg Win / Avg Loss | 10.0741 | 17.0468 | 3.9889 | 5.7023 | 8.7061 | 3.5654 |
Largest Winning Trade | 648749 | 648749 | 55010 | 2282235 | 2282235 | 1586742 |
Largest Losing Trade | -14258 | -14258 | -13835 | -502703 | -128616 | -502703 |
Avg Bars in Trades | 44 | 43 | 46 | 44 | 43 | 46 |
Avg Bars in Winners | 112 | 109 | 115 | 112 | 109 | 115 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 3475 | 1677 | 1798 | 3475 | 1677 | 1798 |
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 | -26627 | 420234 | -269272 | -31568 | 323193 | 163365 |
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{ "first_band": { "type": "swma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 142, "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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