Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 816831.0816 | 746031.9633 | 70799.1182 | 2941883.2683 | 4276597.908 | -1334714.6397 |
Total P&L (%) | 816.8311 | 746.032 | 70.7991 | 2941.8833 | 4276.5979 | -1334.7146 |
Avg Daily Profit (%) | 0.3267 | 0.2984 | 0.0283 | 0.1367 | 0.1512 | 0 |
Buy And Hold Return (%) | 749.2962 | 749.2962 | 749.2962 | 749.2962 | 749.2962 | 749.2962 |
Max Trade Drawdown | -76315 | -40763 | -105048 | -2369123 | -648598 | -3165992 |
Profit Factor | 2.7919 | 4.4604 | 1.2947 | 1.3853 | 2.5464 | 0.7259 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 52.6882 | 45.6522 | 59.5745 | 52.6882 | 45.6522 | 59.5745 |
Ratio Avg Win / Avg Loss | 2.507 | 5.31 | 0.8785 | 1.244 | 3.0314 | 0.4926 |
Largest Winning Trade | 384612 | 384612 | 44351 | 2798137 | 2798137 | 429392 |
Largest Losing Trade | -47533 | -30754 | -47533 | -1877563 | -449865 | -1877563 |
Avg Bars in Trades | 48 | 61 | 36 | 48 | 61 | 36 |
Avg Bars in Winners | 57 | 82 | 39 | 57 | 82 | 39 |
Avg Bars in Losers | 38 | 43 | 32 | 38 | 43 | 32 |
Bars Traded | 4546 | 2826 | 1720 | 4546 | 2826 | 1720 |
Profit Streak | 78.8711 | 78.8711 | 119.8711 | 78.8711 | 78.8711 | 119.8711 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121322 | -150559 | -319773 | -9882 | 379963 | -578103 |
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{ "first_band": { "type": "swma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 110, "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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