Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155515.5199 | 62056.8216 | 93458.6983 | 195104.8727 | 57970.4177 | 137134.455 |
Total P&L (%) | 155.5155 | 62.0568 | 93.4587 | 195.1049 | 57.9704 | 137.1345 |
Avg Daily Profit (%) | 0.2986 | 0.1192 | 0.1794 | 0.208 | 0.0878 | 0.1659 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79915 | -59423 | -43610 | -227597 | -171686 | -113257 |
Profit Factor | 1.2309 | 1.1704 | 1.302 | 1.1218 | 1.0684 | 1.1818 |
Total Trades | 565 | 282 | 283 | 565 | 282 | 283 |
Winning Trades | 241 | 119 | 122 | 241 | 119 | 122 |
Losing Trades | 324 | 163 | 161 | 324 | 163 | 161 |
Profitability (%) | 42.6549 | 42.1986 | 43.1095 | 42.6549 | 42.1986 | 43.1095 |
Ratio Avg Win / Avg Loss | 1.6548 | 1.6032 | 1.7182 | 1.5081 | 1.4634 | 1.5596 |
Largest Winning Trade | 35344 | 35344 | 19991 | 72948 | 72948 | 59936 |
Largest Losing Trade | -13017 | -13017 | -11158 | -35635 | -35635 | -32711 |
Avg Bars in Trades | 44 | 42 | 45 | 44 | 42 | 45 |
Avg Bars in Winners | 64 | 60 | 68 | 64 | 60 | 68 |
Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
Bars Traded | 24862 | 12000 | 12862 | 24862 | 12000 | 12862 |
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 | 315471 | -69104 | 227838 | -78226 | -224483 | -14423 |
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{ "first_band": { "type": "swma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "midpoint", "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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