Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 566514.7207 | 649326.6438 | -82811.9231 | -81585.5021 | 52298.616 | -133884.1181 |
Total P&L (%) | 566.5147 | 649.3266 | -82.8119 | -81.5855 | 52.2986 | -133.8841 |
Avg Daily Profit (%) | 0.2936 | 0.3365 | -0.0429 | -0.0876 | 0.0218 | 0 |
Buy And Hold Return (%) | 15.5437 | 15.5437 | 15.5437 | 15.5437 | 15.5437 | 15.5437 |
Max Trade Drawdown | -198922 | -150848 | -146422 | -266237 | -221924 | -191708 |
Profit Factor | 1.4016 | 1.8024 | 0.8623 | 0.9264 | 1.0816 | 0.7133 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 121 | 57 | 64 | 121 | 57 | 64 |
Losing Trades | 186 | 97 | 89 | 186 | 97 | 89 |
Profitability (%) | 39.4137 | 37.013 | 41.8301 | 39.4137 | 37.013 | 41.8301 |
Ratio Avg Win / Avg Loss | 2.1546 | 3.0673 | 1.1991 | 1.424 | 1.8405 | 0.9919 |
Largest Winning Trade | 547635 | 547635 | 37442 | 222399 | 222399 | 43766 |
Largest Losing Trade | -46973 | -46973 | -32375 | -84067 | -84067 | -41789 |
Avg Bars in Trades | 74 | 94 | 54 | 74 | 94 | 54 |
Avg Bars in Winners | 104 | 134 | 77 | 104 | 134 | 77 |
Avg Bars in Losers | 55 | 70 | 38 | 55 | 70 | 38 |
Bars Traded | 22860 | 14480 | 8380 | 22860 | 14480 | 8380 |
Profit Streak | 49.4102 | 49.9102 | 0 | 49.4102 | 49.9102 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313409 | 301994 | -582042 | -581059 | -300468 | -583708 |
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{ "first_band": { "type": "swma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 191, "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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