Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116972.6576 | 85147.6015 | 31825.0562 | 114889.2897 | 115112.1495 | -222.8598 |
Total P&L (%) | 116.9727 | 85.1476 | 31.8251 | 114.8893 | 115.1121 | -0.2229 |
Avg Daily Profit (%) | 0.4492 | 0.327 | 0.1222 | 0.2942 | 0.2946 | -0.0009 |
Buy And Hold Return (%) | 15.9876 | 15.9876 | 15.9876 | 15.9876 | 15.9876 | 15.9876 |
Max Trade Drawdown | -57439 | -25371 | -62066 | -162705 | -61557 | -151112 |
Profit Factor | 1.3168 | 1.4893 | 1.1631 | 1.1387 | 1.2973 | 0.9995 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Losing Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Profitability (%) | 65.8009 | 66.087 | 65.5172 | 65.8009 | 66.087 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.6844 | 0.7642 | 0.6121 | 0.5918 | 0.6657 | 0.5261 |
Largest Winning Trade | 11777 | 11777 | 9658 | 21171 | 21171 | 18912 |
Largest Losing Trade | -42104 | -16386 | -42104 | -108448 | -33601 | -108448 |
Avg Bars in Trades | 105 | 103 | 108 | 105 | 103 | 108 |
Avg Bars in Winners | 64 | 63 | 65 | 64 | 63 | 65 |
Avg Bars in Losers | 185 | 181 | 189 | 185 | 181 | 189 |
Bars Traded | 24457 | 11868 | 12589 | 24457 | 11868 | 12589 |
Profit Streak | 3.7369 | 0 | 6.1536 | 3.7369 | 0 | 6.1536 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348079 | 273795 | -78579 | -59787 | 261780 | -579712 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 184, "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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