Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589702.6139 | 445095.4852 | 144607.1287 | 970201.859 | 2857878.5706 | -1887676.7116 |
Total P&L (%) | 589.7026 | 445.0955 | 144.6071 | 970.2019 | 2857.8786 | -1887.6767 |
Avg Daily Profit (%) | 0.2984 | 0.2253 | 0.0732 | 0.12 | 0.1716 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132844 | -124394 | -86175 | -4362072 | -2019879 | -3576610 |
Profit Factor | 1.9555 | 2.5932 | 1.4281 | 1.0865 | 1.7307 | 0.7414 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 52.5 | 53.3333 | 51.6667 | 52.5 | 53.3333 | 51.6667 |
Ratio Avg Win / Avg Loss | 1.7693 | 2.269 | 1.336 | 0.9831 | 1.5144 | 0.6936 |
Largest Winning Trade | 155097 | 155097 | 64197 | 1366243 | 1366243 | 1286775 |
Largest Losing Trade | -74753 | -49125 | -74753 | -3576610 | -1430685 | -3576610 |
Avg Bars in Trades | 97 | 86 | 107 | 97 | 86 | 107 |
Avg Bars in Winners | 129 | 114 | 144 | 129 | 114 | 144 |
Avg Bars in Losers | 61 | 54 | 68 | 61 | 54 | 68 |
Bars Traded | 11655 | 5187 | 6468 | 11655 | 5187 | 6468 |
Profit Streak | 0 | 0 | 550.179 | 0 | 0 | 550.179 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476494 | -155966 | -262368 | -158707 | -157673 | -748783 |
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{ "first_band": { "type": "rma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 45, "offset": 0 } } }
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# | 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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