Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454171.4507 | 187160.2848 | 267011.1659 | 2921635.166 | 1471500.08 | 1450135.086 |
Total P&L (%) | 454.1715 | 187.1603 | 267.0112 | 2921.6352 | 1471.5001 | 1450.1351 |
Avg Daily Profit (%) | 0.4444 | 0.1831 | 0.2613 | 0.3341 | 0.2699 | 0.2686 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50057 | -64090 | -46485 | -544798 | -435261 | -526822 |
Profit Factor | 3.008 | 2.3033 | 4.2332 | 2.4627 | 2.1054 | 3.1767 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 20 | 14 | 6 | 20 | 14 | 6 |
Profitability (%) | 68.254 | 56.25 | 80.6452 | 68.254 | 56.25 | 80.6452 |
Ratio Avg Win / Avg Loss | 1.3991 | 1.7915 | 1.016 | 1.1454 | 1.6375 | 0.7624 |
Largest Winning Trade | 69561 | 69561 | 39745 | 1260022 | 1260022 | 385482 |
Largest Losing Trade | -46485 | -20381 | -46485 | -526822 | -435261 | -526822 |
Avg Bars in Trades | 59 | 43 | 76 | 59 | 43 | 76 |
Avg Bars in Winners | 59 | 35 | 77 | 59 | 35 | 77 |
Avg Bars in Losers | 60 | 55 | 73 | 60 | 55 | 73 |
Bars Traded | 3768 | 1402 | 2366 | 3768 | 1402 | 2366 |
Profit Streak | 0 | 0 | 291.823 | 0 | 0 | 291.823 |
Trades During Streak | 0 | 0 | 8 | 0 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134289 | 455052 | 706788 | -135868 | 482995 | 622212 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 18, "offset": 59 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 18, "offset": 59 } } }
# | 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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