Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900700.1666 | 772902.2719 | 127797.8947 | 13628543.2354 | 29171980.0374 | -15543436.8021 |
Total P&L (%) | 900.7002 | 772.9023 | 127.7979 | 13628.5432 | 29171.98 | -15543.4368 |
Avg Daily Profit (%) | 0.3602 | 0.3091 | 0.0511 | 0.1971 | 0.2274 | 0 |
Buy And Hold Return (%) | 773.2928 | 773.2928 | 773.2928 | 773.2928 | 773.2928 | 773.2928 |
Max Trade Drawdown | -141229 | -58750 | -158202 | -35371258 | -15144566 | -37585363 |
Profit Factor | 3.1239 | 4.8109 | 1.5776 | 1.1604 | 1.7183 | 0.6495 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 57.3333 | 51.3514 | 63.1579 | 57.3333 | 51.3514 | 63.1579 |
Ratio Avg Win / Avg Loss | 2.3248 | 4.5577 | 0.9203 | 0.8636 | 1.6278 | 0.3789 |
Largest Winning Trade | 295676 | 295676 | 49370 | 25385146 | 25385146 | 4757023 |
Largest Losing Trade | -37728 | -37728 | -32197 | -10937569 | -7539349 | -10937569 |
Avg Bars in Trades | 94 | 118 | 71 | 94 | 118 | 71 |
Avg Bars in Winners | 104 | 129 | 84 | 104 | 129 | 84 |
Avg Bars in Losers | 82 | 107 | 49 | 82 | 107 | 49 |
Bars Traded | 7104 | 4383 | 2721 | 7104 | 4383 | 2721 |
Profit Streak | 120.1195 | 120.1195 | 123.1195 | 120.1195 | 120.1195 | 123.1195 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157840 | -148405 | -287643 | -96439 | 441860 | -578100 |
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{ "first_band": { "type": "swma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 174, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 174, "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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