Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1349565.4991 | 1378211.7742 | -28646.2751 | 232934.7836 | 667961.0803 | -435026.2967 |
Total P&L (%) | 1349.5655 | 1378.2118 | -28.6463 | 232.9348 | 667.9611 | -435.0263 |
Avg Daily Profit (%) | 0.6242 | 0.6375 | -0.0133 | 0.0556 | 0.0943 | 0 |
Buy And Hold Return (%) | 506.8548 | 506.8548 | 506.8548 | 506.8548 | 506.8548 | 506.8548 |
Max Trade Drawdown | -171532 | -129473 | -126810 | -1594108 | -977692 | -1080071 |
Profit Factor | 3.1398 | 5.6817 | 0.9148 | 1.0622 | 1.3789 | 0.7804 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 38.4615 | 36.3636 | 40.625 | 38.4615 | 36.3636 | 40.625 |
Ratio Avg Win / Avg Loss | 5.0237 | 9.9429 | 1.337 | 1.6995 | 2.4131 | 1.1406 |
Largest Winning Trade | 1221833 | 1221833 | 63404 | 1249247 | 1249247 | 444287 |
Largest Losing Trade | -48166 | -34024 | -48166 | -585518 | -585518 | -500935 |
Avg Bars in Trades | 62 | 57 | 66 | 62 | 57 | 66 |
Avg Bars in Winners | 112 | 99 | 124 | 112 | 99 | 124 |
Avg Bars in Losers | 30 | 33 | 27 | 30 | 33 | 27 |
Bars Traded | 4033 | 1892 | 2141 | 4033 | 1892 | 2141 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126512 | 409790 | -582789 | -576135 | -137150 | -582789 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 8, "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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