Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260273.3084 | 36324.5959 | 223948.7125 | 257575.8126 | 180273.8265 | 77301.9861 |
Total P&L (%) | 260.2733 | 36.3246 | 223.9487 | 257.5758 | 180.2738 | 77.302 |
Avg Daily Profit (%) | 0.2515 | 0.0351 | 0.2164 | 0.1232 | 0.0996 | 0.0554 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196774 | -137449 | -74192 | -1018031 | -400562 | -635551 |
Profit Factor | 1.7771 | 1.2334 | 2.2491 | 1.1891 | 1.3996 | 1.0848 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 63.7931 | 62.069 | 65.5172 | 63.7931 | 62.069 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.0086 | 0.7538 | 1.1837 | 0.6749 | 0.8553 | 0.571 |
Largest Winning Trade | 37721 | 27299 | 37721 | 269874 | 129282 | 269874 |
Largest Losing Trade | -52573 | -37318 | -52573 | -570759 | -192147 | -570759 |
Avg Bars in Trades | 99 | 61 | 137 | 99 | 61 | 137 |
Avg Bars in Winners | 91 | 51 | 129 | 91 | 51 | 129 |
Avg Bars in Losers | 112 | 76 | 152 | 112 | 76 | 152 |
Bars Traded | 5756 | 1777 | 3978 | 5756 | 1777 | 3978 |
Profit Streak | 145.2747 | 192.108 | 145.2747 | 145.2747 | 192.108 | 145.2747 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165946 | -147647 | 512607 | -219028 | -58030 | -244570 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 194, "offset": 17 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 194, "offset": 17 } } }
# | 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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