Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2396029.6344 | 46552.9013 | -2442582.5356 | -500344.3423 | -14488215.4806 | 13987871.1383 |
Total P&L (%) | -2396.0296 | 46.5529 | -2442.5825 | -500.3443 | -14488.2155 | 13987.8711 |
Avg Daily Profit (%) | -1.2925 | 0.0251 | -1.3176 | 0 | 0 | 0.2673 |
Buy And Hold Return (%) | 5579.1782 | 5579.1782 | 5579.1782 | 5579.1782 | 5579.1782 | 5579.1782 |
Max Trade Drawdown | -2442622 | -117463 | -2487113 | -21667202 | -18325294 | -10335200 |
Profit Factor | 0.2236 | 1.1651 | 0.129 | 0.9896 | 0.4457 | 1.6357 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 54 | 27 | 27 | 45 | 19 | 26 |
Losing Trades | 35 | 18 | 17 | 44 | 26 | 18 |
Profitability (%) | 60.6742 | 60 | 61.3636 | 50.5618 | 42.2222 | 59.0909 |
Ratio Avg Win / Avg Loss | 0.1449 | 0.7768 | 0.0812 | 0.9676 | 0.6099 | 1.1324 |
Largest Winning Trade | 37609 | 34891 | 37609 | 17677302 | 3828397 | 17677302 |
Largest Losing Trade | -1938427 | -59809 | -1938427 | -10484197 | -10484197 | -6574369 |
Avg Bars in Trades | 80 | 75 | 85 | 80 | 75 | 85 |
Avg Bars in Winners | 46 | 51 | 42 | 77 | 77 | 77 |
Avg Bars in Losers | 133 | 112 | 155 | 84 | 74 | 98 |
Bars Traded | 7193 | 3413 | 3780 | 7193 | 3413 | 3780 |
Profit Streak | 36.8357 | 79.8357 | 0 | 0 | 0 | 79.3357 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578612 | -363319 | -579246 | -580467 | -583736 | 318392 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 97, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 97, "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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