Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533875.9153 | 443128.949 | 90746.9663 | 274223.2123 | 418302.9826 | -144079.7704 |
Total P&L (%) | 533.8759 | 443.1289 | 90.747 | 274.2232 | 418.303 | -144.0798 |
Avg Daily Profit (%) | 0.3349 | 0.278 | 0.0569 | 0.0828 | 0.1033 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135580 | -100208 | -93863 | -1062426 | -876420 | -430610 |
Profit Factor | 2.1669 | 2.8407 | 1.4186 | 1.1302 | 1.3453 | 0.8391 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 48.3871 | 38.7097 | 58.0645 | 48.3871 | 38.7097 | 58.0645 |
Ratio Avg Win / Avg Loss | 2.3114 | 4.4978 | 1.0246 | 1.2055 | 2.1301 | 0.606 |
Largest Winning Trade | 299065 | 299065 | 62170 | 604463 | 604463 | 200490 |
Largest Losing Trade | -56721 | -43267 | -56721 | -474328 | -474328 | -205077 |
Avg Bars in Trades | 301 | 233 | 368 | 301 | 233 | 368 |
Avg Bars in Winners | 411 | 363 | 444 | 411 | 363 | 444 |
Avg Bars in Losers | 196 | 152 | 262 | 196 | 152 | 262 |
Bars Traded | 18662 | 7249 | 11413 | 18662 | 7249 | 11413 |
Profit Streak | 0 | 50.8725 | 0 | 0 | 50.8725 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145813 | 354385 | -115085 | -318850 | -57497 | -579772 |
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{ "first_band": { "type": "rma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 113, "offset": 0 } } }
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# | 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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