Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248672.9284 | 262007.2587 | -13334.3303 | -64991.7061 | 107389.4151 | -172381.1212 |
Total P&L (%) | 248.6729 | 262.0073 | -13.3343 | -64.9917 | 107.3894 | -172.3811 |
Avg Daily Profit (%) | 0.1404 | 0.1479 | -0.0075 | -0.0592 | 0.0412 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185293 | -134768 | -87553 | -371209 | -230632 | -200427 |
Profit Factor | 1.4135 | 1.787 | 0.9503 | 0.9105 | 1.2725 | 0.4815 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 55.9322 | 56.6667 | 55.1724 | 55.9322 | 56.6667 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.1136 | 1.3665 | 0.7722 | 0.7174 | 0.9731 | 0.3912 |
Largest Winning Trade | 157762 | 157762 | 38004 | 116635 | 116635 | 64119 |
Largest Losing Trade | -69441 | -69441 | -63038 | -132947 | -126342 | -132947 |
Avg Bars in Trades | 87 | 70 | 104 | 87 | 70 | 104 |
Avg Bars in Winners | 64 | 47 | 82 | 64 | 47 | 82 |
Avg Bars in Losers | 116 | 101 | 131 | 116 | 101 | 131 |
Bars Traded | 5158 | 2129 | 3029 | 5158 | 2129 | 3029 |
Profit Streak | 56.3772 | 90.0439 | 56.3772 | 56.3772 | 90.0439 | 56.3772 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -182211 | 303514 | -579601 | -758108 | -137873 | -579601 |
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{ "first_band": { "type": "rma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 108, "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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