Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1113979.0458 | 946878.6209 | 167100.425 | 28142820.7639 | 26144604.6273 | 1998216.1365 |
Total P&L (%) | 1113.979 | 946.8786 | 167.1004 | 28142.8208 | 26144.6046 | 1998.2161 |
Avg Daily Profit (%) | 0.6146 | 0.5224 | 0.0922 | 0.3118 | 0.3078 | 0.1681 |
Buy And Hold Return (%) | 659.0055 | 659.0055 | 659.0055 | 659.0055 | 659.0055 | 659.0055 |
Max Trade Drawdown | -98593 | -56389 | -69665 | -27764157 | -15009000 | -14003217 |
Profit Factor | 2.8251 | 4.6045 | 1.4806 | 1.2987 | 1.632 | 1.0378 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 48.4375 | 45.3125 | 51.5625 | 48.4375 | 45.3125 | 51.5625 |
Ratio Avg Win / Avg Loss | 3.0074 | 5.5572 | 1.3909 | 1.3825 | 1.9697 | 0.9749 |
Largest Winning Trade | 299701 | 299701 | 70959 | 16253511 | 16253511 | 8786338 |
Largest Losing Trade | -28366 | -19855 | -28366 | -6779108 | -5175904 | -6779108 |
Avg Bars in Trades | 167 | 164 | 171 | 167 | 164 | 171 |
Avg Bars in Winners | 239 | 234 | 244 | 239 | 234 | 244 |
Avg Bars in Losers | 100 | 106 | 92 | 100 | 106 | 92 |
Bars Traded | 21475 | 10525 | 10950 | 21475 | 10525 | 10950 |
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 | 279081 | -152858 | -373460 | 316845 | -129232 | -314893 |
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{ "first_band": { "type": "swma", "factors": { "length": 144, "offset": 50 } }, "second_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 144, "offset": 50 } }, "second_band": { "type": "midpoint", "factors": { "length": 108, "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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