Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5040321.0012 | 5163918.1642 | -123597.1629 | 179127.4786 | 640951.1889 | -461823.7103 |
Total P&L (%) | 5040.321 | 5163.9182 | -123.5972 | 179.1275 | 640.9512 | -461.8237 |
Avg Daily Profit (%) | 2.5664 | 2.6293 | -0.0629 | 0.0523 | 0.102 | 0 |
Buy And Hold Return (%) | 2026.6816 | 2026.6816 | 2026.6816 | 2026.6816 | 2026.6816 | 2026.6816 |
Max Trade Drawdown | -141756 | -78012 | -150421 | -832971 | -443337 | -547809 |
Profit Factor | 11.0284 | 20.5578 | 0.4819 | 1.09 | 1.6284 | 0.524 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 41.1765 | 47.0588 | 35.2941 | 41.1765 | 47.0588 | 35.2941 |
Ratio Avg Win / Avg Loss | 15.7549 | 23.1275 | 0.8835 | 1.5572 | 1.832 | 0.9607 |
Largest Winning Trade | 5226891 | 5226891 | 57438 | 840716 | 840716 | 308859 |
Largest Losing Trade | -35154 | -34793 | -35154 | -309870 | -170670 | -309870 |
Avg Bars in Trades | 81 | 125 | 37 | 81 | 125 | 37 |
Avg Bars in Winners | 114 | 166 | 44 | 114 | 166 | 44 |
Avg Bars in Losers | 58 | 88 | 33 | 58 | 88 | 33 |
Bars Traded | 5527 | 4261 | 1266 | 5527 | 4261 | 1266 |
Profit Streak | 0 | 0 | 507.5992 | 0 | 0 | 507.5992 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97623 | 669896 | -585930 | -526497 | -220210 | -585930 |
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{ "first_band": { "type": "swma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 174, "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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