Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660254.6926 | 601992.1421 | 58262.5505 | 2046515.8777 | 10791698.4923 | -8745182.6147 |
Total P&L (%) | 660.2547 | 601.9921 | 58.2626 | 2046.5159 | 10791.6985 | -8745.1826 |
Avg Daily Profit (%) | 0.264 | 0.2407 | 0.0233 | 0.1227 | 0.1878 | 0 |
Buy And Hold Return (%) | 904.8616 | 904.8616 | 904.8616 | 904.8616 | 904.8616 | 904.8616 |
Max Trade Drawdown | -113665 | -52122 | -115319 | -10360765 | -1367806 | -10410094 |
Profit Factor | 2.651 | 5.3012 | 1.2241 | 1.1235 | 4.8838 | 0.3659 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 58.3333 | 55.5556 | 61.1111 | 58.3333 | 55.5556 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.8936 | 4.241 | 0.779 | 0.8025 | 3.907 | 0.2328 |
Largest Winning Trade | 154319 | 154319 | 54388 | 7589344 | 7589344 | 596782 |
Largest Losing Trade | -72407 | -34493 | -72407 | -9056174 | -893723 | -9056174 |
Avg Bars in Trades | 63 | 78 | 48 | 63 | 78 | 48 |
Avg Bars in Winners | 75 | 89 | 61 | 75 | 89 | 61 |
Avg Bars in Losers | 46 | 63 | 27 | 46 | 63 | 27 |
Bars Traded | 4561 | 2808 | 1753 | 4561 | 2808 | 1753 |
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 | -234555 | -148657 | -328125 | -202674 | 588993 | -579339 |
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{ "first_band": { "type": "swma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 234, "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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