Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884439.7855 | 712101.9869 | 172337.7986 | 1470696.0842 | 294303.746 | 1176392.3382 |
Total P&L (%) | 884.4398 | 712.102 | 172.3378 | 1470.6961 | 294.3037 | 1176.3923 |
Avg Daily Profit (%) | 0.55 | 0.4428 | 0.1072 | 0.1714 | 0.0854 | 0.1585 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102943 | -101833 | -62968 | -1195287 | -1111722 | -717158 |
Profit Factor | 2.1006 | 2.5821 | 1.4875 | 1.1931 | 1.069 | 1.351 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 60 | 24 | 36 | 60 | 24 | 36 |
Losing Trades | 140 | 76 | 64 | 140 | 76 | 64 |
Profitability (%) | 30 | 24 | 36 | 30 | 24 | 36 |
Ratio Avg Win / Avg Loss | 4.9013 | 8.1765 | 2.6444 | 2.7839 | 3.3852 | 2.4018 |
Largest Winning Trade | 472956 | 472956 | 52802 | 1149445 | 1149445 | 400331 |
Largest Losing Trade | -24603 | -18706 | -24603 | -308004 | -265505 | -308004 |
Avg Bars in Trades | 95 | 85 | 104 | 95 | 85 | 104 |
Avg Bars in Winners | 212 | 212 | 212 | 212 | 212 | 212 |
Avg Bars in Losers | 44 | 45 | 44 | 44 | 45 | 44 |
Bars Traded | 19015 | 8539 | 10476 | 19015 | 8539 | 10476 |
Profit Streak | 18.8463 | 0 | 20.7629 | 18.8463 | 0 | 20.7629 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318725 | -19472 | -52744 | -5381 | -257015 | 144378 |
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{ "first_band": { "type": "swma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 13, "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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