Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980151.9304 | 851003.6359 | 129148.2946 | 8605284.4948 | 4207169.4685 | 4398115.0263 |
Total P&L (%) | 980.1519 | 851.0036 | 129.1483 | 8605.2845 | 4207.1695 | 4398.115 |
Avg Daily Profit (%) | 0.5307 | 0.4607 | 0.0699 | 0.2421 | 0.2039 | 0.2063 |
Buy And Hold Return (%) | 123.6523 | 123.6523 | 123.6523 | 123.6523 | 123.6523 | 123.6523 |
Max Trade Drawdown | -71949 | -58095 | -53656 | -6979983 | -5352656 | -5492105 |
Profit Factor | 2.6847 | 4.161 | 1.4132 | 1.3397 | 1.3158 | 1.3663 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 33.0769 | 32.3077 | 33.8462 | 33.0769 | 32.3077 | 33.8462 |
Ratio Avg Win / Avg Loss | 5.4318 | 8.7182 | 2.7621 | 2.7106 | 2.7568 | 2.6705 |
Largest Winning Trade | 408911 | 408911 | 72721 | 5489200 | 5489200 | 5035065 |
Largest Losing Trade | -22210 | -22210 | -18826 | -2671902 | -2671902 | -1480796 |
Avg Bars in Trades | 27 | 25 | 29 | 27 | 25 | 29 |
Avg Bars in Winners | 65 | 62 | 69 | 65 | 62 | 69 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 3586 | 1673 | 1913 | 3586 | 1673 | 1913 |
Profit Streak | 0 | 0 | 44.475 | 0 | 0 | 44.475 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360962 | -121193 | -386613 | 139553 | -129198 | -127283 |
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{ "first_band": { "type": "swma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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