Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 890059.984 | 822192.8862 | 67867.0978 | 342561.1784 | 1004097.5479 | -661536.3695 |
Total P&L (%) | 890.06 | 822.1929 | 67.8671 | 342.5612 | 1004.0975 | -661.5364 |
Avg Daily Profit (%) | 0.4734 | 0.4373 | 0.0361 | 0.0791 | 0.1278 | 0 |
Buy And Hold Return (%) | 24.255 | 24.255 | 24.255 | 24.255 | 24.255 | 24.255 |
Max Trade Drawdown | -240160 | -142282 | -149009 | -1531506 | -484285 | -1143855 |
Profit Factor | 2.4225 | 3.2689 | 1.2577 | 1.1169 | 1.7752 | 0.5956 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 52.5424 | 44.8276 | 60 | 52.5424 | 44.8276 | 60 |
Ratio Avg Win / Avg Loss | 2.1881 | 4.0232 | 0.8385 | 1.0088 | 2.1849 | 0.3971 |
Largest Winning Trade | 543509 | 543509 | 43626 | 679731 | 679731 | 257816 |
Largest Losing Trade | -45857 | -44072 | -45857 | -643483 | -433655 | -643483 |
Avg Bars in Trades | 118 | 149 | 87 | 118 | 149 | 87 |
Avg Bars in Winners | 135 | 178 | 104 | 135 | 178 | 104 |
Avg Bars in Losers | 98 | 126 | 61 | 98 | 126 | 61 |
Bars Traded | 6965 | 4339 | 2626 | 6965 | 4339 | 2626 |
Profit Streak | 116.6905 | 117.1905 | 116.6905 | 116.6905 | 117.1905 | 116.6905 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163222 | 533237 | -147998 | -357465 | -20112 | -578965 |
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{ "first_band": { "type": "swma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 225, "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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