Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303688.6214 | 182359.1473 | 121329.4741 | 243455.8174 | 232097.4937 | 11358.3237 |
Total P&L (%) | 303.6886 | 182.3591 | 121.3295 | 243.4558 | 232.0975 | 11.3583 |
Avg Daily Profit (%) | 0.1613 | 0.0969 | 0.0645 | 0.0656 | 0.0638 | 0.0057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63938 | -71106 | -46235 | -197614 | -73222 | -219532 |
Profit Factor | 1.6124 | 1.8842 | 1.4188 | 1.2529 | 1.6904 | 1.0181 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 67.0213 | 65.9574 | 68.0851 | 67.0213 | 65.9574 | 68.0851 |
Ratio Avg Win / Avg Loss | 0.7934 | 0.9725 | 0.6651 | 0.6165 | 0.8725 | 0.4772 |
Largest Winning Trade | 52153 | 47756 | 52153 | 65471 | 65471 | 64376 |
Largest Losing Trade | -54579 | -39755 | -54579 | -163879 | -73222 | -163879 |
Avg Bars in Trades | 76 | 47 | 105 | 76 | 47 | 105 |
Avg Bars in Winners | 63 | 31 | 93 | 63 | 31 | 93 |
Avg Bars in Losers | 102 | 76 | 131 | 102 | 76 | 131 |
Bars Traded | 7181 | 2209 | 4972 | 7181 | 2209 | 4972 |
Profit Streak | 54.8423 | 122.8423 | 54.8423 | 54.8423 | 122.8423 | 54.8423 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421349 | -59258 | -104728 | -103104 | -103760 | -507969 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 179, "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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