Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413627.0414 | 368614.3787 | 45012.6627 | 360871.0668 | 751363.6198 | -390492.553 |
Total P&L (%) | 413.627 | 368.6144 | 45.0127 | 360.8711 | 751.3636 | -390.4926 |
Avg Daily Profit (%) | 0.2416 | 0.2153 | 0.0263 | 0.0893 | 0.1252 | 0 |
Buy And Hold Return (%) | 164.3417 | 164.3417 | 164.3417 | 164.3417 | 164.3417 | 164.3417 |
Max Trade Drawdown | -103750 | -42070 | -98113 | -1312748 | -442341 | -1214624 |
Profit Factor | 1.5923 | 2.2071 | 1.1145 | 1.0668 | 1.3334 | 0.8761 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 132 | 64 | 68 | 132 | 64 | 68 |
Losing Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Profitability (%) | 51.3619 | 50 | 52.7132 | 51.3619 | 50 | 52.7132 |
Ratio Avg Win / Avg Loss | 1.5078 | 2.2071 | 0.9998 | 1.0102 | 1.3334 | 0.7859 |
Largest Winning Trade | 135411 | 135411 | 41990 | 492047 | 492047 | 266290 |
Largest Losing Trade | -57301 | -35472 | -57301 | -728446 | -198180 | -728446 |
Avg Bars in Trades | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Winners | 45 | 42 | 48 | 45 | 42 | 48 |
Avg Bars in Losers | 31 | 30 | 32 | 31 | 30 | 32 |
Bars Traded | 9948 | 4673 | 5275 | 9948 | 4673 | 5275 |
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 | 321762 | 232841 | -419599 | -224917 | -27160 | -580638 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 189 } }, "second_band": { "type": "swma", "factors": { "length": 165, "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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