Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674948.9665 | 576101.4964 | 98847.4701 | 245978.7085 | 2091614.6204 | -1845635.9119 |
Total P&L (%) | 674.949 | 576.1015 | 98.8475 | 245.9787 | 2091.6146 | -1845.6359 |
Avg Daily Profit (%) | 0.28 | 0.239 | 0.041 | 0.0515 | 0.1282 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160126 | -100796 | -182715 | -2220227 | -550115 | -2818418 |
Profit Factor | 2.3454 | 3.0721 | 1.442 | 1.0569 | 2.5899 | 0.3866 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 60.9375 | 59.375 | 62.5 | 60.9375 | 59.375 | 62.5 |
Ratio Avg Win / Avg Loss | 1.5035 | 2.102 | 0.8652 | 0.6775 | 1.772 | 0.2319 |
Largest Winning Trade | 391742 | 391742 | 50520 | 1480256 | 1480256 | 341504 |
Largest Losing Trade | -77072 | -48986 | -77072 | -1825179 | -308015 | -1825179 |
Avg Bars in Trades | 107 | 149 | 65 | 107 | 149 | 65 |
Avg Bars in Winners | 106 | 127 | 87 | 106 | 127 | 87 |
Avg Bars in Losers | 109 | 181 | 30 | 109 | 181 | 30 |
Bars Traded | 6895 | 4784 | 2111 | 6895 | 4784 | 2111 |
Profit Streak | 0 | 131.2371 | 0 | 0 | 131.2371 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128893 | 575687 | -137253 | -425832 | -14813 | -579190 |
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{ "first_band": { "type": "swma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 216, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 216, "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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