Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -289831.9481 | 170071.0725 | -459903.0206 | 4347685.6289 | -2771314.3402 | 7118999.9691 |
Total P&L (%) | -289.8319 | 170.0711 | -459.903 | 4347.6856 | -2771.3143 | 7119 |
Avg Daily Profit (%) | -0.12 | 0.0704 | -0.1904 | 0.1572 | 0 | 0.1773 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -663726 | -74301 | -715322 | -5631813 | -4520712 | -2228876 |
Profit Factor | 0.7294 | 1.7344 | 0.4522 | 1.3518 | 0.6792 | 2.9133 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 42 | 18 | 24 | 42 | 17 | 25 |
Losing Trades | 24 | 15 | 9 | 24 | 16 | 8 |
Profitability (%) | 63.6364 | 54.5455 | 72.7273 | 63.6364 | 51.5152 | 75.7576 |
Ratio Avg Win / Avg Loss | 0.4168 | 1.4453 | 0.1696 | 0.7724 | 0.6393 | 0.9323 |
Largest Winning Trade | 97977 | 97977 | 50970 | 2582554 | 1926160 | 2582554 |
Largest Losing Trade | -602884 | -63957 | -602884 | -2785597 | -2785597 | -2228876 |
Avg Bars in Trades | 140 | 164 | 116 | 140 | 164 | 116 |
Avg Bars in Winners | 97 | 120 | 80 | 107 | 110 | 104 |
Avg Bars in Losers | 215 | 218 | 211 | 198 | 221 | 153 |
Bars Traded | 9276 | 5435 | 3841 | 9276 | 5435 | 3841 |
Profit Streak | 62.6512 | 62.6512 | 251.4012 | 62.6512 | 62.6512 | 251.4012 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706121 | -95637 | -576481 | -118937 | -580046 | 551461 |
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{ "first_band": { "type": "swma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 50, "offset": 224 } } }
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# | 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) |
---|