Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721720.7606 | 606093.091 | 115627.6696 | 425132.0394 | 318605.07 | 106526.9694 |
Total P&L (%) | 721.7208 | 606.0931 | 115.6277 | 425.132 | 318.6051 | 106.527 |
Avg Daily Profit (%) | 0.4494 | 0.3774 | 0.072 | 0.1033 | 0.0892 | 0.0452 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96552 | -98353 | -105043 | -708654 | -533790 | -666564 |
Profit Factor | 1.8698 | 2.3211 | 1.3117 | 1.1194 | 1.1689 | 1.0636 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 55 | 21 | 34 | 55 | 21 | 34 |
Losing Trades | 118 | 65 | 53 | 118 | 65 | 53 |
Profitability (%) | 31.7919 | 24.4186 | 39.0805 | 31.7919 | 24.4186 | 39.0805 |
Ratio Avg Win / Avg Loss | 4.0116 | 7.1843 | 2.0447 | 2.4016 | 3.6182 | 1.6579 |
Largest Winning Trade | 439444 | 439444 | 56757 | 722045 | 722045 | 233789 |
Largest Losing Trade | -23927 | -22319 | -23927 | -151792 | -99203 | -151792 |
Avg Bars in Trades | 18 | 15 | 20 | 18 | 15 | 20 |
Avg Bars in Winners | 41 | 39 | 42 | 41 | 39 | 42 |
Avg Bars in Losers | 7 | 8 | 6 | 7 | 8 | 6 |
Bars Traded | 3153 | 1370 | 1783 | 3153 | 1370 | 1783 |
Profit Streak | 16.6446 | 0 | 58.6446 | 16.6446 | 0 | 58.6446 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302202 | -18449 | -98855 | -148464 | -139884 | -285361 |
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{ "first_band": { "type": "swma", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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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) |
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