Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60726.0337 | 41027.021 | 19699.0127 | 40723.9005 | 31320.196 | 9403.7045 |
Total P&L (%) | 60.726 | 41.027 | 19.699 | 40.7239 | 31.3202 | 9.4037 |
Avg Daily Profit (%) | 0.4372 | 0.2954 | 0.1418 | 0.2462 | 0.1963 | 0.0647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68411 | -30103 | -48231 | -58798 | -30067 | -37426 |
Profit Factor | 1.2751 | 1.4332 | 1.1563 | 1.202 | 1.3615 | 1.0818 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 65.5405 | 67.5676 | 63.5135 | 65.5405 | 67.5676 | 63.5135 |
Ratio Avg Win / Avg Loss | 0.6704 | 0.6879 | 0.6642 | 0.632 | 0.6535 | 0.6215 |
Largest Winning Trade | 11672 | 10510 | 11672 | 11319 | 10306 | 11319 |
Largest Losing Trade | -30726 | -24497 | -30726 | -28993 | -21967 | -28993 |
Avg Bars in Trades | 87 | 85 | 89 | 87 | 85 | 89 |
Avg Bars in Winners | 69 | 69 | 69 | 69 | 69 | 69 |
Avg Bars in Losers | 122 | 120 | 123 | 122 | 120 | 123 |
Bars Traded | 12955 | 6350 | 6605 | 12955 | 6350 | 6605 |
Profit Streak | 129.7634 | 129.7634 | 130.18 | 129.7634 | 129.7634 | 130.18 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334938 | -57188 | -124375 | 204702 | -59335 | -467740 |
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{ "first_band": { "type": "midprice", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 174, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 174, "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) |
---|