Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2175040.8417 | 2069472.1925 | 105568.6492 | 5538968.4692 | -3165123.104 | 8704091.5732 |
Total P&L (%) | 2175.0408 | 2069.4722 | 105.5686 | 5538.9685 | -3165.1231 | 8704.0916 |
Avg Daily Profit (%) | 1.2114 | 1.1526 | 0.0588 | 0.2248 | 0 | 0.2497 |
Buy And Hold Return (%) | 219.9652 | 219.9652 | 219.9652 | 219.9652 | 219.9652 | 219.9652 |
Max Trade Drawdown | -89407 | -78862 | -49506 | -9092196 | -10268545 | -4719225 |
Profit Factor | 5.5108 | 9.5219 | 1.4411 | 1.1485 | 0.8482 | 1.5293 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 22 | 8 | 14 | 22 | 8 | 14 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 34.375 | 25 | 43.75 | 34.375 | 25 | 43.75 |
Ratio Avg Win / Avg Loss | 10.5205 | 28.5658 | 1.8528 | 2.1926 | 2.5446 | 1.9662 |
Largest Winning Trade | 1215403 | 1215403 | 62732 | 5457926 | 4883353 | 5457926 |
Largest Losing Trade | -39091 | -27405 | -39091 | -2718852 | -2403173 | -2718852 |
Avg Bars in Trades | 53 | 44 | 63 | 53 | 44 | 63 |
Avg Bars in Winners | 112 | 110 | 114 | 112 | 110 | 114 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 3447 | 1412 | 2035 | 3447 | 1412 | 2035 |
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 | -128161 | -7846 | -280595 | -197642 | -607847 | 309451 |
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{ "first_band": { "type": "swma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 10, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 10, "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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