Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109931.2432 | 47278.8359 | 62652.4073 | 149577.0299 | 56464.6533 | 93112.3766 |
Total P&L (%) | 109.9312 | 47.2788 | 62.6524 | 149.577 | 56.4647 | 93.1124 |
Avg Daily Profit (%) | 0.4221 | 0.1815 | 0.2406 | 0.3518 | 0.172 | 0.253 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24636 | -24442 | -20389 | -24780 | -31870 | -27497 |
Profit Factor | 1.479 | 1.3773 | 1.6013 | 1.486 | 1.3374 | 1.663 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 134 | 71 | 63 | 134 | 71 | 63 |
Losing Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Profitability (%) | 64.4231 | 68.2692 | 60.5769 | 64.4231 | 68.2692 | 60.5769 |
Ratio Avg Win / Avg Loss | 0.8168 | 0.6402 | 1.0421 | 0.8206 | 0.6216 | 1.0823 |
Largest Winning Trade | 29084 | 9093 | 29084 | 56233 | 11392 | 56233 |
Largest Losing Trade | -18786 | -18786 | -10480 | -18737 | -18737 | -16615 |
Avg Bars in Trades | 118 | 119 | 118 | 118 | 119 | 118 |
Avg Bars in Winners | 79 | 81 | 77 | 79 | 81 | 77 |
Avg Bars in Losers | 189 | 200 | 181 | 189 | 200 | 181 |
Bars Traded | 24688 | 12396 | 12292 | 24688 | 12396 | 12292 |
Profit Streak | 2.4928 | 2.4928 | 7.7636 | 2.4928 | 2.4928 | 7.7636 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353624 | 148636 | 385352 | 333523 | 161155 | 411105 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 182, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 182, "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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