Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260597.4905 | 142741.5728 | 117855.9176 | 130576.0732 | -14101.8494 | 144677.9225 |
Total P&L (%) | 260.5975 | 142.7416 | 117.8559 | 130.5761 | -14.1018 | 144.6779 |
Avg Daily Profit (%) | 0.2327 | 0.1274 | 0.1052 | 0.0746 | -0.0136 | 0.0799 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80626 | -63085 | -66310 | -462234 | -263484 | -290197 |
Profit Factor | 1.3848 | 1.3782 | 1.3932 | 1.0611 | 0.9884 | 1.1565 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 44.4444 | 40 | 48.9362 | 44.4444 | 40 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.7311 | 2.0673 | 1.4538 | 1.3264 | 1.4825 | 1.2068 |
Largest Winning Trade | 166339 | 166339 | 40250 | 196004 | 196004 | 146956 |
Largest Losing Trade | -30550 | -25032 | -30550 | -154290 | -132803 | -154290 |
Avg Bars in Trades | 34 | 27 | 42 | 34 | 27 | 42 |
Avg Bars in Winners | 39 | 25 | 51 | 39 | 25 | 51 |
Avg Bars in Losers | 30 | 28 | 32 | 30 | 28 | 32 |
Bars Traded | 6548 | 2586 | 3962 | 6548 | 2586 | 3962 |
Profit Streak | 0 | 0 | 14.6369 | 0 | 0 | 14.6369 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303948 | -25114 | -51976 | -247772 | -583023 | -134733 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 16, "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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