Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1287254.3117 | 1240663.65 | 46590.6617 | 2167762.2176 | 2475336.8532 | -307574.6356 |
Total P&L (%) | 1287.2543 | 1240.6637 | 46.5907 | 2167.7622 | 2475.3369 | -307.5746 |
Avg Daily Profit (%) | 0.7075 | 0.6819 | 0.0256 | 0.1717 | 0.1787 | 0 |
Buy And Hold Return (%) | 756.9559 | 756.9559 | 756.9559 | 756.9559 | 756.9559 | 756.9559 |
Max Trade Drawdown | -119459 | -79827 | -70292 | -5734328 | -3214641 | -2896869 |
Profit Factor | 2.9492 | 4.5533 | 1.1497 | 1.157 | 1.3383 | 0.9526 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 47.619 | 41.2698 | 53.9683 | 47.619 | 41.2698 | 53.9683 |
Ratio Avg Win / Avg Loss | 3.2441 | 6.4796 | 0.9806 | 1.2727 | 1.9045 | 0.8125 |
Largest Winning Trade | 638321 | 638321 | 66572 | 4871297 | 4871297 | 857059 |
Largest Losing Trade | -36034 | -36034 | -34062 | -1739664 | -1421461 | -1739664 |
Avg Bars in Trades | 55 | 60 | 49 | 55 | 60 | 49 |
Avg Bars in Winners | 78 | 102 | 60 | 78 | 102 | 60 |
Avg Bars in Losers | 33 | 31 | 37 | 33 | 31 | 37 |
Bars Traded | 6957 | 3838 | 3119 | 6957 | 3838 | 3119 |
Profit Streak | 66.248 | 66.498 | 66.248 | 66.248 | 66.498 | 66.248 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342043 | -139466 | -527588 | -42875 | -143380 | -726385 |
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{ "first_band": { "type": "swma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 115, "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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