Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300725.2154 | 134040.7912 | 166684.4242 | 720811.0155 | 398045.2742 | 322765.7414 |
Total P&L (%) | 300.7252 | 134.0408 | 166.6844 | 720.811 | 398.0453 | 322.7657 |
Avg Daily Profit (%) | 0.3265 | 0.1455 | 0.1809 | 0.2288 | 0.1744 | 0.1566 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52400 | -37783 | -41536 | -325802 | -225974 | -338235 |
Profit Factor | 1.7302 | 1.7647 | 1.7046 | 1.5088 | 1.8171 | 1.3472 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 59.8425 | 56.25 | 63.4921 | 59.8425 | 56.25 | 63.4921 |
Ratio Avg Win / Avg Loss | 1.161 | 1.3725 | 0.9802 | 1.0125 | 1.4133 | 0.7747 |
Largest Winning Trade | 45347 | 45347 | 33073 | 186147 | 133576 | 186147 |
Largest Losing Trade | -33358 | -16252 | -33358 | -325802 | -116083 | -325802 |
Avg Bars in Trades | 42 | 34 | 49 | 42 | 34 | 49 |
Avg Bars in Winners | 34 | 28 | 38 | 34 | 28 | 38 |
Avg Bars in Losers | 53 | 43 | 66 | 53 | 43 | 66 |
Bars Traded | 5334 | 2239 | 3095 | 5334 | 2239 | 3095 |
Profit Streak | 0 | 0 | 43.8873 | 0 | 0 | 43.8873 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449387 | -134926 | -136033 | 405227 | -128631 | -137987 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 62, "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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