Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169066.8997 | 126033.9463 | 43032.9534 | 182582.2856 | 113101.9055 | 69480.3802 |
Total P&L (%) | 169.0669 | 126.0339 | 43.033 | 182.5823 | 113.1019 | 69.4804 |
Avg Daily Profit (%) | 0.3246 | 0.242 | 0.0826 | 0.1997 | 0.1454 | 0.1013 |
Buy And Hold Return (%) | 21.7095 | 21.7095 | 21.7095 | 21.7095 | 21.7095 | 21.7095 |
Max Trade Drawdown | -87914 | -48726 | -57069 | -502122 | -309230 | -262166 |
Profit Factor | 1.3074 | 1.4362 | 1.1648 | 1.0894 | 1.1015 | 1.0748 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 128 | 67 | 61 | 128 | 67 | 61 |
Losing Trades | 158 | 76 | 82 | 158 | 76 | 82 |
Profitability (%) | 44.7552 | 46.8531 | 42.6573 | 44.7552 | 46.8531 | 42.6573 |
Ratio Avg Win / Avg Loss | 1.6138 | 1.6292 | 1.5659 | 1.3447 | 1.2494 | 1.4448 |
Largest Winning Trade | 46452 | 46452 | 23794 | 122642 | 117038 | 122642 |
Largest Losing Trade | -19838 | -19838 | -15376 | -152186 | -152186 | -70709 |
Avg Bars in Trades | 86 | 83 | 88 | 86 | 83 | 88 |
Avg Bars in Winners | 101 | 90 | 113 | 101 | 90 | 113 |
Avg Bars in Losers | 74 | 77 | 70 | 74 | 77 | 70 |
Bars Traded | 24706 | 11985 | 12721 | 24706 | 11985 | 12721 |
Profit Streak | 0 | 2.7125 | 0 | 0 | 2.7125 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317300 | 226733 | -131332 | -115724 | -111991 | -202431 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 45, "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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