Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544346.1255 | 408667.6698 | 135678.4558 | 608768.8401 | 1075808.0393 | -467039.1992 |
Total P&L (%) | 544.3461 | 408.6677 | 135.6785 | 608.7688 | 1075.808 | -467.0392 |
Avg Daily Profit (%) | 0.2863 | 0.2149 | 0.0714 | 0.1031 | 0.1297 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170638 | -175404 | -126115 | -2505560 | -2123636 | -1393631 |
Profit Factor | 1.5602 | 1.7755 | 1.305 | 1.0693 | 1.2278 | 0.8852 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Profitability (%) | 51.9126 | 51.087 | 52.7473 | 51.9126 | 51.087 | 52.7473 |
Ratio Avg Win / Avg Loss | 1.4452 | 1.7 | 1.1691 | 0.9905 | 1.1756 | 0.793 |
Largest Winning Trade | 127345 | 127345 | 56417 | 1018521 | 1018521 | 610932 |
Largest Losing Trade | -34422 | -34422 | -33013 | -520763 | -451697 | -520763 |
Avg Bars in Trades | 60 | 48 | 73 | 60 | 48 | 73 |
Avg Bars in Winners | 69 | 48 | 90 | 69 | 48 | 90 |
Avg Bars in Losers | 50 | 47 | 54 | 50 | 47 | 54 |
Bars Traded | 11093 | 4416 | 6677 | 11093 | 4416 | 6677 |
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 | 419593 | 394135 | -97499 | -199781 | -19973 | -580732 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 28, "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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