Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11592168.5572 | 11532013.0403 | 60155.5169 | 23536131.9841 | 26990849.5318 | -3454717.5477 |
Total P&L (%) | 11592.1686 | 11532.013 | 60.1555 | 23536.132 | 26990.8495 | -3454.7175 |
Avg Daily Profit (%) | 5.1327 | 5.1061 | 0.0266 | 0.2423 | 0.2483 | 0 |
Buy And Hold Return (%) | 9145.3406 | 9145.3406 | 9145.3406 | 9145.3406 | 9145.3406 | 9145.3406 |
Max Trade Drawdown | -81317 | -78657 | -41464 | -14870778 | -10333231 | -8730991 |
Profit Factor | 30.0359 | 48.3249 | 1.3867 | 1.4615 | 1.939 | 0.8448 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 44.7368 | 47.3684 | 42.1053 | 44.7368 | 47.3684 | 42.1053 |
Ratio Avg Win / Avg Loss | 37.1031 | 53.6943 | 1.9067 | 1.8054 | 2.1545 | 1.1616 |
Largest Winning Trade | 11309589 | 11309589 | 41759 | 22928873 | 22928873 | 6742318 |
Largest Losing Trade | -41204 | -30501 | -41204 | -8218184 | -8218184 | -6966813 |
Avg Bars in Trades | 111 | 152 | 71 | 111 | 152 | 71 |
Avg Bars in Winners | 166 | 204 | 123 | 166 | 204 | 123 |
Avg Bars in Losers | 67 | 104 | 33 | 67 | 104 | 33 |
Bars Traded | 8486 | 5781 | 2705 | 8486 | 5781 | 2705 |
Profit Streak | 140.3153 | 156.3153 | 140.3153 | 140.3153 | 156.3153 | 140.3153 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112931 | -60160 | -323832 | -47772 | 321589 | -581597 |
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{ "first_band": { "type": "swma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 38, "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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