Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187008.5075 | 153592.679 | 33415.8285 | -64094.1929 | -26124.7897 | -37969.4032 |
Total P&L (%) | 187.0085 | 153.5927 | 33.4158 | -64.0942 | -26.1248 | -37.9694 |
Avg Daily Profit (%) | 0.1806 | 0.1483 | 0.0323 | -0.0989 | -0.0292 | -0.0461 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191414 | -182586 | -106594 | -90729 | -60029 | -71585 |
Profit Factor | 1.2205 | 1.3107 | 1.0944 | 0.8228 | 0.8596 | 0.7838 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 96 | 42 | 54 | 96 | 42 | 54 |
Losing Trades | 81 | 46 | 35 | 81 | 46 | 35 |
Profitability (%) | 54.2373 | 47.7273 | 60.6742 | 54.2373 | 47.7273 | 60.6742 |
Ratio Avg Win / Avg Loss | 1.0298 | 1.4356 | 0.7094 | 0.6942 | 0.9414 | 0.508 |
Largest Winning Trade | 251999 | 251999 | 26407 | 15895 | 15895 | 9301 |
Largest Losing Trade | -51163 | -36309 | -51163 | -33506 | -22488 | -33506 |
Avg Bars in Trades | 68 | 81 | 54 | 68 | 81 | 54 |
Avg Bars in Winners | 63 | 74 | 54 | 63 | 74 | 54 |
Avg Bars in Losers | 74 | 88 | 55 | 74 | 88 | 55 |
Bars Traded | 12063 | 7187 | 4877 | 12063 | 7187 | 4877 |
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 | 307062 | 140751 | -269828 | -579301 | -581980 | -579710 |
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{ "first_band": { "type": "swma", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 137, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 137, "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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