Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359180.49 | 351927.8949 | 7252.595 | -71292.631 | -53237.7961 | -18054.8349 |
Total P&L (%) | 359.1805 | 351.9279 | 7.2526 | -71.2926 | -53.2378 | -18.0548 |
Avg Daily Profit (%) | 0.1521 | 0.149 | 0.0031 | -0.0528 | -0.0322 | -0.0084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151517 | -74454 | -259140 | -153247 | -64263 | -155914 |
Profit Factor | 1.4357 | 2.0218 | 1.0151 | 0.8401 | 0.7217 | 0.929 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 46.6667 | 46.6667 | 46.6667 | 46.6667 | 46.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.6408 | 2.3106 | 1.1601 | 0.9601 | 0.8248 | 1.0618 |
Largest Winning Trade | 174674 | 174674 | 59493 | 39624 | 19908 | 39624 |
Largest Losing Trade | -85895 | -29314 | -85895 | -75330 | -22153 | -75330 |
Avg Bars in Trades | 50 | 37 | 62 | 50 | 37 | 62 |
Avg Bars in Winners | 57 | 41 | 74 | 57 | 41 | 74 |
Avg Bars in Losers | 43 | 34 | 51 | 43 | 34 | 51 |
Bars Traded | 4502 | 1698 | 2803 | 4502 | 1698 | 2803 |
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 | 294471 | 304814 | -559622 | -581834 | -582008 | -580341 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 20, "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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