Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577257.9532 | 362571.4419 | 214686.5113 | 858423.4523 | -478147.9535 | 1336571.4058 |
Total P&L (%) | 577.258 | 362.5714 | 214.6865 | 858.4235 | -478.148 | 1336.5714 |
Avg Daily Profit (%) | 0.3175 | 0.1994 | 0.1181 | 0.1244 | 0 | 0.1467 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114288 | -85179 | -42728 | -2255328 | -2301330 | -781863 |
Profit Factor | 1.7932 | 1.8506 | 1.7119 | 1.0909 | 0.9124 | 1.3354 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 59 | 23 | 36 | 59 | 23 | 36 |
Losing Trades | 115 | 64 | 51 | 115 | 64 | 51 |
Profitability (%) | 33.908 | 26.4368 | 41.3793 | 33.908 | 26.4368 | 41.3793 |
Ratio Avg Win / Avg Loss | 3.4952 | 5.1496 | 2.4253 | 2.1264 | 2.5388 | 1.8919 |
Largest Winning Trade | 305005 | 305005 | 72992 | 1316370 | 1316370 | 789700 |
Largest Losing Trade | -23956 | -16802 | -23956 | -417888 | -417888 | -336418 |
Avg Bars in Trades | 61 | 49 | 73 | 61 | 49 | 73 |
Avg Bars in Winners | 121 | 109 | 129 | 121 | 109 | 129 |
Avg Bars in Losers | 31 | 28 | 34 | 31 | 28 | 34 |
Bars Traded | 10748 | 4319 | 6429 | 10748 | 4319 | 6429 |
Profit Streak | 44.1711 | 49.1711 | 44.1711 | 44.1711 | 49.1711 | 44.1711 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309319 | -11685 | -34796 | -149775 | -600814 | 69143 |
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{ "first_band": { "type": "sma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 15, "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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