Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1102796.6024 | 1081262.2186 | 21534.3838 | 1128824.6914 | 678154.761 | 450669.9305 |
Total P&L (%) | 1102.7966 | 1081.2622 | 21.5344 | 1128.8247 | 678.1548 | 450.6699 |
Avg Daily Profit (%) | 0.5905 | 0.579 | 0.0115 | 0.1344 | 0.1099 | 0.0914 |
Buy And Hold Return (%) | 534.4064 | 534.4064 | 534.4064 | 534.4064 | 534.4064 | 534.4064 |
Max Trade Drawdown | -108743 | -85060 | -131024 | -1477441 | -1437241 | -1104832 |
Profit Factor | 2.5362 | 3.7226 | 1.0671 | 1.1523 | 1.1572 | 1.1454 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 47.2222 | 44.4444 | 50 | 47.2222 | 44.4444 | 50 |
Ratio Avg Win / Avg Loss | 2.8345 | 4.6533 | 1.0671 | 1.2878 | 1.4465 | 1.1454 |
Largest Winning Trade | 628150 | 628150 | 57094 | 1126531 | 1126531 | 610789 |
Largest Losing Trade | -42141 | -33176 | -42141 | -554638 | -554638 | -459230 |
Avg Bars in Trades | 33 | 26 | 40 | 33 | 26 | 40 |
Avg Bars in Winners | 46 | 36 | 56 | 46 | 36 | 56 |
Avg Bars in Losers | 21 | 18 | 25 | 21 | 18 | 25 |
Bars Traded | 3622 | 1420 | 2202 | 3622 | 1420 | 2202 |
Profit Streak | 0 | 56.8613 | 0 | 0 | 56.8613 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322286 | -169555 | -669942 | -73130 | -356506 | -477339 |
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{ "first_band": { "type": "swma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "hilo", "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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