Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884226.877 | 646108.6503 | 238118.2266 | 10565134.2363 | 6630305.6408 | 3934828.5956 |
Total P&L (%) | 884.2269 | 646.1087 | 238.1182 | 10565.1342 | 6630.3056 | 3934.8286 |
Avg Daily Profit (%) | 0.4475 | 0.327 | 0.1205 | 0.2366 | 0.2132 | 0.1873 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123865 | -167712 | -86139 | -46189310 | -49192157 | -33001206 |
Profit Factor | 1.8668 | 2.2296 | 1.4814 | 1.0577 | 1.0651 | 1.0484 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 120 | 55 | 65 | 120 | 55 | 65 |
Losing Trades | 99 | 55 | 44 | 99 | 55 | 44 |
Profitability (%) | 54.7945 | 50 | 59.633 | 54.7945 | 50 | 59.633 |
Ratio Avg Win / Avg Loss | 1.5401 | 2.2296 | 1.0028 | 0.8726 | 1.0651 | 0.7097 |
Largest Winning Trade | 126328 | 126328 | 68139 | 30874653 | 30874653 | 16815935 |
Largest Losing Trade | -44083 | -44083 | -42165 | -19456258 | -19456258 | -11179485 |
Avg Bars in Trades | 53 | 43 | 63 | 53 | 43 | 63 |
Avg Bars in Winners | 61 | 50 | 71 | 61 | 50 | 71 |
Avg Bars in Losers | 42 | 35 | 51 | 42 | 35 | 51 |
Bars Traded | 11673 | 4730 | 6943 | 11673 | 4730 | 6943 |
Profit Streak | 0 | 0 | 499.3799 | 0 | 0 | 499.3799 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556698 | 471772 | -29371 | -148594 | -140998 | -159436 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 25, "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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