Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1753217.0494 | 1765889.4365 | -12672.3871 | 744294.8568 | 1079609.9902 | -335315.1334 |
Total P&L (%) | 1753.217 | 1765.8894 | -12.6724 | 744.2949 | 1079.61 | -335.3151 |
Avg Daily Profit (%) | 0.8415 | 0.8476 | -0.0061 | 0.1025 | 0.1185 | 0 |
Buy And Hold Return (%) | 757.0556 | 757.0556 | 757.0556 | 757.0556 | 757.0556 | 757.0556 |
Max Trade Drawdown | -125467 | -58954 | -104102 | -1762391 | -899935 | -1458081 |
Profit Factor | 3.4144 | 5.8506 | 0.965 | 1.1017 | 1.3072 | 0.9118 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 44 | 15 | 29 | 44 | 15 | 29 |
Losing Trades | 90 | 52 | 38 | 90 | 52 | 38 |
Profitability (%) | 32.8358 | 22.3881 | 43.2836 | 32.8358 | 22.3881 | 43.2836 |
Ratio Avg Win / Avg Loss | 6.9839 | 20.2822 | 1.2645 | 2.2535 | 4.5318 | 1.1948 |
Largest Winning Trade | 1355259 | 1355259 | 60799 | 950428 | 950428 | 563071 |
Largest Losing Trade | -44036 | -19705 | -44036 | -1092930 | -273691 | -1092930 |
Avg Bars in Trades | 181 | 158 | 205 | 181 | 158 | 205 |
Avg Bars in Winners | 409 | 466 | 380 | 409 | 466 | 380 |
Avg Bars in Losers | 70 | 70 | 71 | 70 | 70 | 71 |
Bars Traded | 24382 | 10645 | 13737 | 24382 | 10645 | 13737 |
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 | 310623 | -141330 | -698681 | -335415 | -224628 | -698681 |
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{ "first_band": { "type": "rma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 28, "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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