Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 647853.47 | 458307.4961 | 189545.9739 | 1985485.6445 | 73418.979 | 1912066.6655 |
Total P&L (%) | 647.8535 | 458.3075 | 189.546 | 1985.4856 | 73.419 | 1912.0667 |
Avg Daily Profit (%) | 0.3406 | 0.241 | 0.0997 | 0.1598 | 0.029 | 0.1579 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122317 | -78638 | -134631 | -1109413 | -1282937 | -483350 |
Profit Factor | 2.0543 | 2.4248 | 1.6473 | 1.3512 | 1.0196 | 1.9994 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 46.6019 | 46.1538 | 47.0588 | 46.6019 | 46.1538 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.3539 | 2.829 | 1.8533 | 1.5482 | 1.1896 | 2.2494 |
Largest Winning Trade | 198947 | 198947 | 66448 | 846328 | 846328 | 725539 |
Largest Losing Trade | -47014 | -37177 | -47014 | -1109413 | -1109413 | -356192 |
Avg Bars in Trades | 71 | 55 | 87 | 71 | 55 | 87 |
Avg Bars in Winners | 110 | 81 | 139 | 110 | 81 | 139 |
Avg Bars in Losers | 38 | 34 | 42 | 38 | 34 | 42 |
Bars Traded | 7384 | 2907 | 4477 | 7384 | 2907 | 4477 |
Profit Streak | 0 | 0 | 702.0611 | 0 | 0 | 702.0611 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435502 | -168959 | -236679 | 293568 | -534696 | -168390 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 16, "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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