Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446172.3216 | 305710.4602 | 140461.8613 | 389845.2131 | 231646.16 | 158199.0531 |
Total P&L (%) | 446.1723 | 305.7105 | 140.4619 | 389.8452 | 231.6462 | 158.1991 |
Avg Daily Profit (%) | 0.2319 | 0.1589 | 0.073 | 0.0826 | 0.0623 | 0.0493 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127161 | -75627 | -127405 | -585553 | -406629 | -273907 |
Profit Factor | 1.3585 | 1.4745 | 1.2341 | 1.1194 | 1.1397 | 1.0984 |
Total Trades | 408 | 204 | 204 | 408 | 204 | 204 |
Winning Trades | 171 | 74 | 97 | 171 | 74 | 97 |
Losing Trades | 237 | 130 | 107 | 237 | 130 | 107 |
Profitability (%) | 41.9118 | 36.2745 | 47.549 | 41.9118 | 36.2745 | 47.549 |
Ratio Avg Win / Avg Loss | 1.8829 | 2.5903 | 1.3613 | 1.5514 | 2.0021 | 1.2116 |
Largest Winning Trade | 92438 | 92438 | 48797 | 271154 | 271154 | 215884 |
Largest Losing Trade | -32800 | -26925 | -32800 | -137990 | -135288 | -137990 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 26 | 30 | 23 | 26 | 30 | 23 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 7637 | 3831 | 3806 | 7637 | 3831 | 3806 |
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 | 313608 | 179398 | -95948 | -171508 | -180032 | -239497 |
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{ "first_band": { "type": "swma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 35, "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) |
---|