Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1496803.9367 | 1496791.2492 | 12.6875 | 12320769.6918 | 15305900.0045 | -2985130.3127 |
Total P&L (%) | 1496.8039 | 1496.7912 | 0.0127 | 12320.7697 | 15305.9 | -2985.1303 |
Avg Daily Profit (%) | 0.8029 | 0.8029 | 0 | 0.259 | 0.2706 | 0 |
Buy And Hold Return (%) | 7382.7472 | 7382.7472 | 7382.7472 | 7382.7472 | 7382.7472 | 7382.7472 |
Max Trade Drawdown | -77590 | -65234 | -101762 | -8693996 | -2989694 | -5852437 |
Profit Factor | 4.2554 | 9.4751 | 1 | 1.7073 | 3.4402 | 0.7322 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 47.2222 | 50 | 44.4444 | 47.2222 | 50 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.756 | 9.4751 | 1.2501 | 1.9081 | 3.4402 | 0.9153 |
Largest Winning Trade | 714726 | 714726 | 66936 | 6514931 | 6514931 | 2432520 |
Largest Losing Trade | -49080 | -47795 | -49080 | -5704301 | -2270733 | -5704301 |
Avg Bars in Trades | 288 | 288 | 288 | 288 | 288 | 288 |
Avg Bars in Winners | 440 | 462 | 416 | 440 | 462 | 416 |
Avg Bars in Losers | 152 | 115 | 186 | 152 | 115 | 186 |
Bars Traded | 20798 | 10401 | 10397 | 20798 | 10401 | 10397 |
Profit Streak | 0 | 225.0283 | 0 | 0 | 225.0283 | 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 | -230218 | -143109 | -581215 | -82177 | 352478 | -582940 |
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{ "first_band": { "type": "midprice", "factors": { "length": 200, "offset": 214 } }, "second_band": { "type": "swma", "factors": { "length": 101, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 200, "offset": 214 } }, "second_band": { "type": "swma", "factors": { "length": 101, "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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