Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596948.5417 | 514550.8677 | 82397.674 | 358010.4813 | -229194.0305 | 587204.5119 |
Total P&L (%) | 596.9485 | 514.5509 | 82.3977 | 358.0105 | -229.194 | 587.2045 |
Avg Daily Profit (%) | 0.246 | 0.2121 | 0.034 | 0.0627 | 0 | 0.0795 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140085 | -108396 | -228447 | -2253466 | -1621082 | -1150456 |
Profit Factor | 1.2324 | 1.4116 | 1.0625 | 1.0181 | 0.9773 | 1.0606 |
Total Trades | 1308 | 654 | 654 | 1308 | 654 | 654 |
Winning Trades | 429 | 218 | 211 | 429 | 218 | 211 |
Losing Trades | 879 | 436 | 443 | 879 | 436 | 443 |
Profitability (%) | 32.7982 | 33.3333 | 32.263 | 32.7982 | 33.3333 | 32.263 |
Ratio Avg Win / Avg Loss | 2.5251 | 2.8231 | 2.2308 | 2.086 | 1.9547 | 2.2268 |
Largest Winning Trade | 260432 | 260432 | 42161 | 977652 | 977652 | 505567 |
Largest Losing Trade | -23041 | -22348 | -23041 | -206956 | -206956 | -154325 |
Avg Bars in Trades | 11 | 10 | 11 | 11 | 10 | 11 |
Avg Bars in Winners | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 14514 | 7154 | 7360 | 14514 | 7154 | 7360 |
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 | 337121 | 240305 | -301946 | -308531 | -581342 | -242939 |
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{ "first_band": { "type": "swma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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