Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635708.7616 | 374723.3714 | 260985.3902 | 2898898.986 | -445947.0819 | 3344846.0679 |
Total P&L (%) | 635.7088 | 374.7234 | 260.9854 | 2898.899 | -445.9471 | 3344.8461 |
Avg Daily Profit (%) | 0.3504 | 0.2066 | 0.1439 | 0.1877 | 0 | 0.1953 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90140 | -83233 | -53582 | -6305265 | -5488973 | -3553511 |
Profit Factor | 2.2229 | 2.213 | 2.2374 | 1.1536 | 0.9617 | 1.4633 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 56.701 | 55.102 | 58.3333 | 56.701 | 55.102 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.6975 | 1.8032 | 1.5981 | 0.8809 | 0.7836 | 1.0452 |
Largest Winning Trade | 107231 | 107231 | 63940 | 2605833 | 2605833 | 2122142 |
Largest Losing Trade | -54340 | -30680 | -54340 | -2605479 | -2065189 | -2605479 |
Avg Bars in Trades | 69 | 42 | 97 | 69 | 42 | 97 |
Avg Bars in Winners | 89 | 45 | 131 | 89 | 45 | 131 |
Avg Bars in Losers | 43 | 37 | 50 | 43 | 37 | 50 |
Bars Traded | 6758 | 2068 | 4690 | 6758 | 2068 | 4690 |
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 | 528518 | 455262 | 160261 | -44215 | -580020 | 368947 |
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{ "first_band": { "type": "midprice", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 23, "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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