Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721397.3588 | 603671.7384 | 117725.6204 | 6647429.6885 | 12510156.4753 | -5862726.7868 |
Total P&L (%) | 721.3974 | 603.6717 | 117.7256 | 6647.4297 | 12510.1565 | -5862.7268 |
Avg Daily Profit (%) | 0.2885 | 0.2414 | 0.0471 | 0.1686 | 0.1936 | 0 |
Buy And Hold Return (%) | 868.3705 | 868.3705 | 868.3705 | 868.3705 | 868.3705 | 868.3705 |
Max Trade Drawdown | -72438 | -58096 | -58467 | -9646699 | -1260003 | -8535465 |
Profit Factor | 2.8799 | 4.878 | 1.5162 | 1.4219 | 4.2459 | 0.5075 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 57.0175 | 57.8947 | 56.1404 | 57.0175 | 57.8947 | 56.1404 |
Ratio Avg Win / Avg Loss | 2.171 | 3.5476 | 1.1845 | 1.0719 | 3.0879 | 0.3965 |
Largest Winning Trade | 189932 | 189932 | 34766 | 9972148 | 9972148 | 702976 |
Largest Losing Trade | -55346 | -38061 | -55346 | -8425112 | -1260003 | -8425112 |
Avg Bars in Trades | 40 | 36 | 44 | 40 | 36 | 44 |
Avg Bars in Winners | 47 | 40 | 53 | 47 | 40 | 53 |
Avg Bars in Losers | 31 | 30 | 32 | 31 | 30 | 32 |
Bars Traded | 4606 | 2074 | 2532 | 4606 | 2074 | 2532 |
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 | -150272 | -328712 | -473663 | 353170 | -163806 | -760037 |
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{ "first_band": { "type": "swma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 179 } } }
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# | 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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