Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 906791.6421 | 1105792.9557 | -199001.3135 | -103990.4466 | 447805.5306 | -551795.9772 |
Total P&L (%) | 906.7916 | 1105.793 | -199.0013 | -103.9904 | 447.8055 | -551.796 |
Avg Daily Profit (%) | 0.5005 | 0.6104 | -0.1098 | 0 | 0.0939 | 0 |
Buy And Hold Return (%) | 510.7098 | 510.7098 | 510.7098 | 510.7098 | 510.7098 | 510.7098 |
Max Trade Drawdown | -227875 | -115550 | -186981 | -852925 | -267592 | -586009 |
Profit Factor | 2.1894 | 4.1451 | 0.5156 | 0.8878 | 2.4449 | 0.1055 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 32 | 17 | 15 | 42 | 21 | 21 |
Losing Trades | 46 | 22 | 24 | 36 | 18 | 18 |
Profitability (%) | 41.0256 | 43.5897 | 38.4615 | 53.8462 | 53.8462 | 53.8462 |
Ratio Avg Win / Avg Loss | 3.1473 | 5.3642 | 0.8249 | 0.761 | 2.0956 | 0.0905 |
Largest Winning Trade | 810133 | 810133 | 75985 | 688171 | 688171 | 16780 |
Largest Losing Trade | -104380 | -53135 | -104380 | -478679 | -249189 | -478679 |
Avg Bars in Trades | 63 | 72 | 55 | 63 | 72 | 55 |
Avg Bars in Winners | 87 | 97 | 75 | 56 | 67 | 45 |
Avg Bars in Losers | 47 | 53 | 42 | 72 | 78 | 66 |
Bars Traded | 4980 | 2828 | 2152 | 4980 | 2828 | 2152 |
Profit Streak | 0 | 0 | 0 | 120.2469 | 221.9135 | 120.2469 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35880 | 376323 | -585244 | -618098 | -227585 | -579693 |
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{ "first_band": { "type": "swma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 129, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 129, "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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