Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2748906.8173 | 2683969.9701 | 64936.8471 | 30605361.9631 | 22007031.565 | 8598330.3981 |
Total P&L (%) | 2748.9068 | 2683.97 | 64.9368 | 30605.362 | 22007.0316 | 8598.3304 |
Avg Daily Profit (%) | 1.2107 | 1.1821 | 0.0286 | 0.2526 | 0.238 | 0.1969 |
Buy And Hold Return (%) | 9699.6999 | 9699.6999 | 9699.6999 | 9699.6999 | 9699.6999 | 9699.6999 |
Max Trade Drawdown | -74560 | -73911 | -40767 | -19438885 | -14290020 | -5475624 |
Profit Factor | 6.4067 | 10.4892 | 1.2879 | 1.6218 | 1.7306 | 1.4502 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 46.0938 | 42.1875 | 50 | 46.0938 | 42.1875 | 50 |
Ratio Avg Win / Avg Loss | 7.4926 | 14.3741 | 1.2879 | 1.8967 | 2.3715 | 1.4502 |
Largest Winning Trade | 1873776 | 1873776 | 38818 | 23991248 | 23991248 | 6063881 |
Largest Losing Trade | -32019 | -32019 | -29745 | -7351865 | -7351865 | -5475624 |
Avg Bars in Trades | 68 | 75 | 61 | 68 | 75 | 61 |
Avg Bars in Winners | 90 | 105 | 78 | 90 | 105 | 78 |
Avg Bars in Losers | 49 | 54 | 44 | 49 | 54 | 44 |
Bars Traded | 8795 | 4847 | 3948 | 8795 | 4847 | 3948 |
Profit Streak | 74.7412 | 92.2412 | 74.7412 | 74.7412 | 92.2412 | 74.7412 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143941 | -285689 | -459063 | 301315 | -135390 | -295387 |
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{ "first_band": { "type": "swma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 122, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 122, "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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