Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1167800.0083 | 894681.3406 | 273118.6678 | 249933749.6593 | 209136313.9717 | 40797435.6876 |
Total P&L (%) | 1167.8 | 894.6813 | 273.1187 | 249933.7497 | 209136.314 | 40797.4357 |
Avg Daily Profit (%) | 0.467 | 0.3578 | 0.1092 | 0.3134 | 0.3062 | 0.2408 |
Buy And Hold Return (%) | 861.5301 | 861.5301 | 861.5301 | 861.5301 | 861.5301 | 861.5301 |
Max Trade Drawdown | -56850 | -27581 | -56850 | -6130789 | -4950365 | -1208947 |
Profit Factor | 7.3573 | 13.5116 | 3.4345 | 30.895 | 36.8625 | 17.1332 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
Profitability (%) | 70 | 70 | 70 | 70 | 70 | 70 |
Ratio Avg Win / Avg Loss | 3.1531 | 5.7907 | 1.4719 | 13.2407 | 15.7982 | 7.3428 |
Largest Winning Trade | 355447 | 355447 | 42619 | 102827218 | 102827218 | 19302991 |
Largest Losing Trade | -56850 | -15060 | -56850 | -3213143 | -3213143 | -970618 |
Avg Bars in Trades | 77 | 93 | 61 | 77 | 93 | 61 |
Avg Bars in Winners | 82 | 90 | 75 | 82 | 90 | 75 |
Avg Bars in Losers | 65 | 101 | 29 | 65 | 101 | 29 |
Bars Traded | 4650 | 2799 | 1851 | 4650 | 2799 | 1851 |
Profit Streak | 428.7936 | 435.7936 | 428.7936 | 428.7936 | 435.7936 | 428.7936 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -205825 | -131989 | -203607 | -151959 | 769539 | 748749 |
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{ "first_band": { "type": "swma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 139, "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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