Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694010.0603 | 566273.7901 | 127736.2702 | 10791065.9597 | 18019939.0956 | -7228873.1359 |
Total P&L (%) | 694.0101 | 566.2738 | 127.7363 | 10791.066 | 18019.9391 | -7228.8731 |
Avg Daily Profit (%) | 0.2775 | 0.2265 | 0.0511 | 0.1878 | 0.2082 | 0 |
Buy And Hold Return (%) | 875.1475 | 875.1475 | 875.1475 | 875.1475 | 875.1475 | 875.1475 |
Max Trade Drawdown | -62344 | -34777 | -74129 | -10790702 | -1631669 | -12003146 |
Profit Factor | 3.3494 | 5.6294 | 1.738 | 1.5735 | 5.0595 | 0.4972 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Losing Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Profitability (%) | 53.8462 | 59.6154 | 48.0769 | 53.8462 | 59.6154 | 48.0769 |
Ratio Avg Win / Avg Loss | 2.8709 | 3.8134 | 1.8771 | 1.3487 | 3.4274 | 0.537 |
Largest Winning Trade | 144417 | 144417 | 44798 | 7334646 | 7334646 | 1459931 |
Largest Losing Trade | -49050 | -19613 | -49050 | -9499916 | -1545876 | -9499916 |
Avg Bars in Trades | 44 | 39 | 49 | 44 | 39 | 49 |
Avg Bars in Winners | 59 | 46 | 76 | 59 | 46 | 76 |
Avg Bars in Losers | 26 | 28 | 24 | 26 | 28 | 24 |
Bars Traded | 4608 | 2041 | 2567 | 4608 | 2041 | 2567 |
Profit Streak | 85.6403 | 89.6403 | 0 | 85.6403 | 89.6403 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149339 | -327507 | -467980 | 396787 | -162304 | -761581 |
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{ "first_band": { "type": "swma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 207 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 207 } } }
# | 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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