Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980527.2136 | 1020576.6388 | -40049.4252 | 157096.0329 | 1544347.0228 | -1387250.9899 |
Total P&L (%) | 980.5272 | 1020.5766 | -40.0494 | 157.096 | 1544.347 | -1387.251 |
Avg Daily Profit (%) | 0.3919 | 0.408 | -0.016 | 0.0378 | 0.112 | 0 |
Buy And Hold Return (%) | 356.7982 | 356.7982 | 356.7982 | 356.7982 | 356.7982 | 356.7982 |
Max Trade Drawdown | -179617 | -115504 | -126454 | -3638451 | -2147975 | -1918439 |
Profit Factor | 2.336 | 3.209 | 0.8527 | 1.0176 | 1.2853 | 0.6078 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 43.8462 | 44.6154 | 43.0769 | 43.8462 | 44.6154 | 43.0769 |
Ratio Avg Win / Avg Loss | 2.9918 | 3.9836 | 1.1268 | 1.3032 | 1.5956 | 0.8031 |
Largest Winning Trade | 827654 | 827654 | 47458 | 3259852 | 3259852 | 458846 |
Largest Losing Trade | -34254 | -34254 | -34254 | -1298267 | -576595 | -1298267 |
Avg Bars in Trades | 55 | 70 | 39 | 55 | 70 | 39 |
Avg Bars in Winners | 78 | 105 | 49 | 78 | 105 | 49 |
Avg Bars in Losers | 37 | 42 | 32 | 37 | 42 | 32 |
Bars Traded | 7189 | 4606 | 2583 | 7189 | 4606 | 2583 |
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 | 314763 | -121338 | -713761 | -511513 | -177953 | -715428 |
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{ "first_band": { "type": "swma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 143, "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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