Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 957802.8307 | 879523.002 | 78279.8288 | 166030.1763 | -140191.3227 | 306221.499 |
Total P&L (%) | 957.8028 | 879.523 | 78.2798 | 166.0302 | -140.1913 | 306.2215 |
Avg Daily Profit (%) | 0.4121 | 0.3785 | 0.0337 | 0.0421 | 0 | 0.0603 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188773 | -138453 | -193747 | -2064514 | -1760242 | -693403 |
Profit Factor | 1.4902 | 1.8757 | 1.0824 | 1.0164 | 0.9753 | 1.0682 |
Total Trades | 432 | 216 | 216 | 432 | 216 | 216 |
Winning Trades | 158 | 69 | 89 | 158 | 69 | 89 |
Losing Trades | 274 | 147 | 127 | 274 | 147 | 127 |
Profitability (%) | 36.5741 | 31.9444 | 41.2037 | 36.5741 | 31.9444 | 41.2037 |
Ratio Avg Win / Avg Loss | 2.5842 | 3.9961 | 1.5446 | 1.7625 | 2.0777 | 1.5243 |
Largest Winning Trade | 538951 | 538951 | 52624 | 1247228 | 1247228 | 217804 |
Largest Losing Trade | -27659 | -27659 | -26626 | -383517 | -383517 | -270623 |
Avg Bars in Trades | 10 | 10 | 11 | 10 | 10 | 11 |
Avg Bars in Winners | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Losers | 6 | 6 | 7 | 6 | 6 | 7 |
Bars Traded | 4624 | 2226 | 2398 | 4624 | 2226 | 2398 |
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 | 342812 | 250363 | -279204 | -340771 | -584169 | -259283 |
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{ "first_band": { "type": "swma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 7, "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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