Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216265.5731 | 369364.9553 | -153099.3822 | -100505.0157 | 181822.9183 | -282327.934 |
Total P&L (%) | 216.2656 | 369.365 | -153.0994 | -100.505 | 181.8229 | -282.3279 |
Avg Daily Profit (%) | 0.112 | 0.1913 | -0.0793 | 0 | 0.0537 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -318728 | -206859 | -263656 | -304322 | -8557 | -307701 |
Profit Factor | 1.2603 | 1.8476 | 0.6124 | 0.6988 | 11.3898 | 0.107 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 34 | 15 | 19 | 38 | 22 | 16 |
Losing Trades | 38 | 21 | 17 | 34 | 14 | 20 |
Profitability (%) | 47.2222 | 41.6667 | 52.7778 | 52.7778 | 61.1111 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.4086 | 2.5866 | 0.548 | 0.6252 | 7.2481 | 0.1338 |
Largest Winning Trade | 489508 | 489508 | 30685 | 164380 | 164380 | 15004 |
Largest Losing Trade | -110862 | -53058 | -110862 | -304322 | -8557 | -304322 |
Avg Bars in Trades | 103 | 147 | 59 | 103 | 147 | 59 |
Avg Bars in Winners | 90 | 112 | 74 | 109 | 161 | 37 |
Avg Bars in Losers | 115 | 173 | 43 | 97 | 125 | 77 |
Bars Traded | 7461 | 5318 | 2143 | 7461 | 5318 | 2143 |
Profit Streak | 149.8729 | 149.8729 | 564.8729 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126981 | 329835 | -579001 | -663917 | -111259 | -582940 |
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{ "first_band": { "type": "swma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 190, "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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