Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1116933.9049 | 874254.2307 | 242679.6742 | 59163131.2613 | 28753962.8188 | 30409168.4425 |
Total P&L (%) | 1116.9339 | 874.2542 | 242.6797 | 59163.1313 | 28753.9628 | 30409.1684 |
Avg Daily Profit (%) | 0.4841 | 0.3789 | 0.1052 | 0.2771 | 0.2458 | 0.2483 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108965 | -74078 | -86958 | -52008863 | -40545798 | -34128663 |
Profit Factor | 2.4212 | 3.0537 | 1.6737 | 1.2154 | 1.1796 | 1.2655 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 57.4468 | 57.7465 | 57.1429 | 57.4468 | 57.7465 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.7935 | 2.2344 | 1.2553 | 0.9003 | 0.8631 | 0.9491 |
Largest Winning Trade | 190124 | 190124 | 80956 | 20047675 | 20047675 | 15498242 |
Largest Losing Trade | -50105 | -38868 | -50105 | -19533975 | -18786264 | -19533975 |
Avg Bars in Trades | 91 | 73 | 109 | 91 | 73 | 109 |
Avg Bars in Winners | 106 | 74 | 138 | 106 | 74 | 138 |
Avg Bars in Losers | 70 | 71 | 70 | 70 | 71 | 70 |
Bars Traded | 12874 | 5203 | 7671 | 12874 | 5203 | 7671 |
Profit Streak | 31.4416 | 56.4416 | 31.4416 | 31.4416 | 56.4416 | 31.4416 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 646309 | -68874 | -142755 | 340951 | -100515 | -85598 |
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{ "first_band": { "type": "midprice", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 44, "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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