Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399283.4871 | 372918.0059 | 26365.4812 | -45078.7886 | 28574.9419 | -73653.7304 |
Total P&L (%) | 399.2835 | 372.918 | 26.3655 | -45.0788 | 28.5749 | -73.6537 |
Avg Daily Profit (%) | 0.2061 | 0.1924 | 0.0136 | -0.0309 | 0.013 | -0.0688 |
Buy And Hold Return (%) | 16.0867 | 16.0867 | 16.0867 | 16.0867 | 16.0867 | 16.0867 |
Max Trade Drawdown | -159567 | -69184 | -241636 | -202611 | -56642 | -163790 |
Profit Factor | 1.6265 | 2.373 | 1.0721 | 0.8838 | 1.179 | 0.6773 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 51.2195 | 48.7805 | 53.6585 | 51.2195 | 48.7805 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.549 | 2.4917 | 0.9259 | 0.8417 | 1.238 | 0.5849 |
Largest Winning Trade | 110753 | 110753 | 55821 | 78407 | 78407 | 38285 |
Largest Losing Trade | -121325 | -44126 | -121325 | -141481 | -31956 | -141481 |
Avg Bars in Trades | 280 | 215 | 344 | 280 | 215 | 344 |
Avg Bars in Winners | 393 | 281 | 494 | 359 | 236 | 470 |
Avg Bars in Losers | 161 | 152 | 171 | 197 | 195 | 199 |
Bars Traded | 22981 | 8845 | 14135 | 22981 | 8845 | 14135 |
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 | 76777 | 418971 | -326352 | -589397 | -207945 | -580268 |
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{ "first_band": { "type": "rma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 127, "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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