Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213603.5385 | 129243.6654 | 84359.8731 | 152416.356 | 136589.3738 | 15826.9823 |
Total P&L (%) | 213.6035 | 129.2437 | 84.3599 | 152.4164 | 136.5894 | 15.827 |
Avg Daily Profit (%) | 0.1728 | 0.1045 | 0.0682 | 0.0749 | 0.0697 | 0.0119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109293 | -78076 | -82336 | -410503 | -237495 | -312000 |
Profit Factor | 1.6752 | 1.7801 | 1.5599 | 1.1409 | 1.2645 | 1.028 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 47.7778 | 37.7778 | 57.7778 | 47.7778 | 37.7778 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.831 | 2.932 | 1.1399 | 1.247 | 2.0826 | 0.7512 |
Largest Winning Trade | 95728 | 95728 | 52173 | 162081 | 162081 | 149662 |
Largest Losing Trade | -56357 | -20913 | -56357 | -188199 | -74874 | -188199 |
Avg Bars in Trades | 36 | 39 | 33 | 36 | 39 | 33 |
Avg Bars in Winners | 44 | 61 | 33 | 44 | 61 | 33 |
Avg Bars in Losers | 29 | 26 | 34 | 29 | 26 | 34 |
Bars Traded | 3295 | 1783 | 1512 | 3295 | 1783 | 1512 |
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 | 357760 | -54733 | -99081 | -159067 | -103611 | -376946 |
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{ "first_band": { "type": "swma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 233 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 233 } } }
# | 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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