Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292370.0378 | 268618.2667 | 23751.7712 | -15876.5809 | -14674.6966 | -1201.8843 |
Total P&L (%) | 292.37 | 268.6183 | 23.7518 | -15.8766 | -14.6747 | -1.2019 |
Avg Daily Profit (%) | 0.2704 | 0.2484 | 0.022 | -0.016 | -0.0147 | -0.0011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125880 | -109254 | -57601 | -256683 | -219511 | -85228 |
Profit Factor | 1.3949 | 1.5148 | 1.1086 | 0.9848 | 0.9797 | 0.9963 |
Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Winning Trades | 118 | 53 | 65 | 118 | 53 | 65 |
Losing Trades | 155 | 83 | 72 | 155 | 83 | 72 |
Profitability (%) | 43.2234 | 38.9706 | 47.4453 | 43.2234 | 38.9706 | 47.4453 |
Ratio Avg Win / Avg Loss | 1.8323 | 2.3723 | 1.228 | 1.2936 | 1.5343 | 1.1036 |
Largest Winning Trade | 359800 | 359800 | 23237 | 116846 | 116846 | 36641 |
Largest Losing Trade | -29674 | -29674 | -12935 | -43610 | -43610 | -31125 |
Avg Bars in Trades | 46 | 83 | 9 | 46 | 83 | 9 |
Avg Bars in Winners | 63 | 128 | 10 | 63 | 128 | 10 |
Avg Bars in Losers | 33 | 55 | 9 | 33 | 55 | 9 |
Bars Traded | 12765 | 11407 | 1358 | 12765 | 11407 | 1358 |
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 | 316453 | 218159 | -269832 | -580318 | -582483 | -580018 |
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{ "first_band": { "type": "swma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 24, "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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