Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620236.8177 | 381818.2968 | 238418.5209 | 2533517.698 | 865826.7479 | 1667690.9502 |
Total P&L (%) | 620.2368 | 381.8183 | 238.4185 | 2533.5177 | 865.8267 | 1667.691 |
Avg Daily Profit (%) | 0.356 | 0.2192 | 0.1369 | 0.1879 | 0.1303 | 0.165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132010 | -93826 | -96087 | -1518101 | -713356 | -875953 |
Profit Factor | 1.7002 | 1.9177 | 1.5075 | 1.3137 | 1.2042 | 1.4348 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 58.2418 | 53.8462 | 62.6374 | 58.2418 | 53.8462 | 62.6374 |
Ratio Avg Win / Avg Loss | 1.219 | 1.6438 | 0.8992 | 0.9419 | 1.0322 | 0.8558 |
Largest Winning Trade | 87683 | 87683 | 53574 | 652364 | 443795 | 652364 |
Largest Losing Trade | -42315 | -33599 | -42315 | -566525 | -566525 | -378076 |
Avg Bars in Trades | 37 | 28 | 46 | 37 | 28 | 46 |
Avg Bars in Winners | 34 | 26 | 41 | 34 | 26 | 41 |
Avg Bars in Losers | 41 | 30 | 54 | 41 | 30 | 54 |
Bars Traded | 6786 | 2591 | 4195 | 6786 | 2591 | 4195 |
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 | 486125 | 428102 | -9029 | 304463 | -18733 | 309045 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 49, "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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