Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239296.4608 | 18278.7895 | 221017.6713 | -15831.2968 | 193016.7184 | -208848.0152 |
Total P&L (%) | 239.2965 | 18.2788 | 221.0177 | -15.8313 | 193.0167 | -208.848 |
Avg Daily Profit (%) | 0.1568 | 0.012 | 0.1448 | -0.0113 | 0.0705 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152928 | -57687 | -136584 | -1120113 | -220115 | -1154535 |
Profit Factor | 1.4496 | 1.0967 | 1.6441 | 0.9946 | 1.2922 | 0.907 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 66.6667 | 59.5745 | 73.913 | 66.6667 | 59.5745 | 73.913 |
Ratio Avg Win / Avg Loss | 0.7248 | 0.7442 | 0.5803 | 0.4973 | 0.8769 | 0.3201 |
Largest Winning Trade | 49669 | 19639 | 49669 | 258473 | 131929 | 258473 |
Largest Losing Trade | -72635 | -31221 | -72635 | -610816 | -132687 | -610816 |
Avg Bars in Trades | 47 | 28 | 67 | 47 | 28 | 67 |
Avg Bars in Winners | 45 | 21 | 65 | 45 | 21 | 65 |
Avg Bars in Losers | 52 | 38 | 74 | 52 | 38 | 74 |
Bars Traded | 4438 | 1317 | 3120 | 4438 | 1317 | 3120 |
Profit Streak | 0 | 0 | 68.8357 | 0 | 0 | 68.8357 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333706 | -299135 | 157477 | -578091 | -98871 | -577046 |
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{ "first_band": { "type": "midprice", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 85, "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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