Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1030484.0307 | 885190.7005 | 145293.3302 | 18579637.1619 | 16162012.7927 | 2417624.3692 |
Total P&L (%) | 1030.484 | 885.1907 | 145.2933 | 18579.6372 | 16162.0128 | 2417.6244 |
Avg Daily Profit (%) | 0.4119 | 0.3538 | 0.0581 | 0.2093 | 0.2037 | 0.129 |
Buy And Hold Return (%) | 684.2672 | 684.2672 | 684.2672 | 684.2672 | 684.2672 | 684.2672 |
Max Trade Drawdown | -193495 | -121712 | -108616 | -3958667 | -2268573 | -2566456 |
Profit Factor | 2.3205 | 3.1104 | 1.4026 | 1.9458 | 2.6115 | 1.2514 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Losing Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Profitability (%) | 46.5116 | 46.5116 | 46.5116 | 46.5116 | 46.5116 | 46.5116 |
Ratio Avg Win / Avg Loss | 2.6686 | 3.577 | 1.6129 | 2.2377 | 3.0032 | 1.4392 |
Largest Winning Trade | 358167 | 358167 | 44148 | 7081146 | 7081146 | 2007633 |
Largest Losing Trade | -29834 | -29834 | -26311 | -1824325 | -1824325 | -1316399 |
Avg Bars in Trades | 28 | 31 | 25 | 28 | 31 | 25 |
Avg Bars in Winners | 40 | 46 | 34 | 40 | 46 | 34 |
Avg Bars in Losers | 18 | 18 | 17 | 18 | 18 | 17 |
Bars Traded | 7372 | 4104 | 3268 | 7372 | 4104 | 3268 |
Profit Streak | 0 | 23.1624 | 0 | 0 | 23.1624 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 156811 | -59661 | -280625 | 435002 | 450641 | -24509 |
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{ "first_band": { "type": "swma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 74, "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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