Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1021160.8049 | 1039325.5863 | -18164.7814 | 252919.0105 | 745951.2526 | -493032.2421 |
Total P&L (%) | 1021.1608 | 1039.3256 | -18.1648 | 252.919 | 745.9513 | -493.0322 |
Avg Daily Profit (%) | 0.5448 | 0.5545 | -0.0097 | 0.0673 | 0.114 | 0 |
Buy And Hold Return (%) | 524.1458 | 524.1458 | 524.1458 | 524.1458 | 524.1458 | 524.1458 |
Max Trade Drawdown | -139591 | -96508 | -216058 | -805853 | -702743 | -888389 |
Profit Factor | 2.0825 | 2.9517 | 0.9558 | 1.0772 | 1.396 | 0.6459 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 50.6667 | 48 | 53.3333 | 50.6667 | 48 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.0277 | 3.1977 | 0.8363 | 1.0489 | 1.5123 | 0.5652 |
Largest Winning Trade | 541815 | 541815 | 39808 | 608406 | 608406 | 176517 |
Largest Losing Trade | -55404 | -48378 | -55404 | -392262 | -384522 | -392262 |
Avg Bars in Trades | 36 | 49 | 24 | 36 | 49 | 24 |
Avg Bars in Winners | 39 | 51 | 28 | 39 | 51 | 28 |
Avg Bars in Losers | 34 | 48 | 18 | 34 | 48 | 18 |
Bars Traded | 5530 | 3726 | 1804 | 5530 | 3726 | 1804 |
Profit Streak | 7.8595 | 0 | 93.8595 | 7.8595 | 0 | 93.8595 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333315 | -48034 | -635667 | -402904 | -130483 | -635667 |
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{ "first_band": { "type": "swma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 91, "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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