Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361982.276 | 261856.2772 | 100125.9988 | 106719.2991 | 12425.1381 | 94294.161 |
Total P&L (%) | 361.9823 | 261.8563 | 100.126 | 106.7193 | 12.4251 | 94.2942 |
Avg Daily Profit (%) | 0.2146 | 0.1553 | 0.0594 | 0.0431 | 0.0069 | 0.0394 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172501 | -101977 | -105231 | -1753364 | -1159494 | -822186 |
Profit Factor | 1.5026 | 1.5957 | 1.3569 | 1.0205 | 1.0039 | 1.0469 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 72 | 28 | 44 | 72 | 28 | 44 |
Losing Trades | 97 | 56 | 41 | 97 | 56 | 41 |
Profitability (%) | 42.6036 | 33.3333 | 51.7647 | 42.6036 | 33.3333 | 51.7647 |
Ratio Avg Win / Avg Loss | 2.0244 | 3.1913 | 1.2643 | 1.3749 | 2.0078 | 0.9755 |
Largest Winning Trade | 211572 | 211572 | 52508 | 772855 | 772855 | 296065 |
Largest Losing Trade | -42508 | -25978 | -42508 | -316027 | -290300 | -316027 |
Avg Bars in Trades | 38 | 48 | 28 | 38 | 48 | 28 |
Avg Bars in Winners | 60 | 90 | 41 | 60 | 90 | 41 |
Avg Bars in Losers | 22 | 27 | 14 | 22 | 27 | 14 |
Bars Traded | 6515 | 4099 | 2416 | 6515 | 4099 | 2416 |
Profit Streak | 31.7522 | 0 | 77.5022 | 31.7522 | 0 | 77.5022 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314233 | 123470 | -111666 | -334770 | -495812 | -309338 |
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{ "first_band": { "type": "swma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 101, "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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