Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1483816.1671 | 1451643.4136 | 32172.7535 | 360222.4738 | 1192435.9435 | -832213.4697 |
Total P&L (%) | 1483.8162 | 1451.6434 | 32.1728 | 360.2225 | 1192.4359 | -832.2135 |
Avg Daily Profit (%) | 0.8173 | 0.7996 | 0.0177 | 0.0841 | 0.1411 | 0 |
Buy And Hold Return (%) | 813.1732 | 813.1732 | 813.1732 | 813.1732 | 813.1732 | 813.1732 |
Max Trade Drawdown | -160430 | -78637 | -95510 | -2115593 | -975759 | -1164326 |
Profit Factor | 3.5376 | 5.9533 | 1.1103 | 1.0854 | 1.5918 | 0.6222 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 42.3077 | 38.4615 | 46.1538 | 42.3077 | 38.4615 | 46.1538 |
Ratio Avg Win / Avg Loss | 4.824 | 9.5253 | 1.2954 | 1.4801 | 2.5469 | 0.7259 |
Largest Winning Trade | 869831 | 869831 | 64922 | 1679066 | 1679066 | 247793 |
Largest Losing Trade | -92006 | -36034 | -92006 | -741431 | -371017 | -741431 |
Avg Bars in Trades | 86 | 88 | 84 | 86 | 88 | 84 |
Avg Bars in Winners | 121 | 128 | 115 | 121 | 128 | 115 |
Avg Bars in Losers | 61 | 64 | 57 | 61 | 64 | 57 |
Bars Traded | 6760 | 3464 | 3295 | 6760 | 3464 | 3295 |
Profit Streak | 0 | 97.762 | 0 | 0 | 97.762 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29922 | 339425 | -435622 | -414772 | -25915 | -582253 |
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{ "first_band": { "type": "swma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 112, "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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