Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318622.4092 | 375636.3685 | -57013.9593 | -89477.5591 | 22345.0589 | -111822.6181 |
Total P&L (%) | 318.6224 | 375.6364 | -57.014 | -89.4776 | 22.3451 | -111.8226 |
Avg Daily Profit (%) | 0.1275 | 0.1503 | -0.0228 | -0.09 | 0.0081 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208709 | -63377 | -275019 | -105342 | -30735 | -117138 |
Profit Factor | 1.168 | 1.4831 | 0.9491 | 0.8377 | 1.1007 | 0.6606 |
Total Trades | 583 | 291 | 292 | 583 | 291 | 292 |
Winning Trades | 298 | 148 | 150 | 298 | 148 | 150 |
Losing Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Profitability (%) | 51.1149 | 50.8591 | 51.3699 | 51.1149 | 50.8591 | 51.3699 |
Ratio Avg Win / Avg Loss | 1.117 | 1.433 | 0.8985 | 0.8012 | 1.0635 | 0.6253 |
Largest Winning Trade | 91359 | 91359 | 53722 | 15044 | 14213 | 15044 |
Largest Losing Trade | -85216 | -31096 | -85216 | -20920 | -11178 | -20920 |
Avg Bars in Trades | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Winners | 16 | 13 | 19 | 16 | 13 | 19 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 9719 | 4262 | 5457 | 9719 | 4262 | 5457 |
Profit Streak | 16.0437 | 23.0437 | 16.0437 | 16.0437 | 23.0437 | 16.0437 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54098 | 370844 | -578773 | -576239 | -295254 | -578773 |
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{ "first_band": { "type": "swma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 78 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 78 } } }
# | 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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