Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198537.218 | 166420.0174 | 32117.2006 | 107870.1327 | 107669.6855 | 200.4472 |
Total P&L (%) | 198.5372 | 166.42 | 32.1172 | 107.8701 | 107.6697 | 0.2004 |
Avg Daily Profit (%) | 0.1906 | 0.1598 | 0.0308 | 0.0703 | 0.0702 | 0.0002 |
Buy And Hold Return (%) | 18.9753 | 18.9753 | 18.9753 | 18.9753 | 18.9753 | 18.9753 |
Max Trade Drawdown | -96223 | -60615 | -99445 | -373875 | -233519 | -238747 |
Profit Factor | 1.1998 | 1.3743 | 1.0585 | 1.0431 | 1.0944 | 1.0001 |
Total Trades | 467 | 234 | 233 | 467 | 234 | 233 |
Winning Trades | 215 | 111 | 104 | 215 | 111 | 104 |
Losing Trades | 252 | 123 | 129 | 252 | 123 | 129 |
Profitability (%) | 46.0385 | 47.4359 | 44.6352 | 46.0385 | 47.4359 | 44.6352 |
Ratio Avg Win / Avg Loss | 1.4063 | 1.5228 | 1.313 | 1.2226 | 1.2127 | 1.2406 |
Largest Winning Trade | 61750 | 61750 | 29845 | 78779 | 76990 | 78779 |
Largest Losing Trade | -43466 | -18027 | -43466 | -85379 | -85379 | -73534 |
Avg Bars in Trades | 53 | 49 | 57 | 53 | 49 | 57 |
Avg Bars in Winners | 58 | 49 | 68 | 58 | 49 | 68 |
Avg Bars in Losers | 48 | 48 | 48 | 48 | 48 | 48 |
Bars Traded | 24811 | 11487 | 13324 | 24811 | 11487 | 13324 |
Profit Streak | 0 | 0 | 7.8585 | 0 | 0 | 7.8585 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 278433 | 309520 | -317534 | -272248 | -217095 | -579440 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 36, "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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