Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446849.19 | 606016.8501 | -159167.6602 | -119239.3764 | -95571.8595 | -23667.5169 |
Total P&L (%) | 446.8492 | 606.0169 | -159.1677 | -119.2394 | -95.5719 | -23.6675 |
Avg Daily Profit (%) | 0.2412 | 0.3271 | -0.0859 | 0 | -0.1681 | -0.0146 |
Buy And Hold Return (%) | 165.8171 | 165.8171 | 165.8171 | 165.8171 | 165.8171 | 165.8171 |
Max Trade Drawdown | -247095 | -75197 | -185311 | -554551 | -306793 | -244116 |
Profit Factor | 1.5677 | 3.4561 | 0.7054 | 0.8954 | 0.7789 | 0.9666 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 13 | 16 | 32 | 18 | 14 |
Losing Trades | 34 | 19 | 15 | 31 | 14 | 17 |
Profitability (%) | 46.0317 | 40.625 | 51.6129 | 50.7937 | 56.25 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.838 | 5.0513 | 0.6613 | 0.8675 | 0.6058 | 1.1737 |
Largest Winning Trade | 480563 | 480563 | 75367 | 281760 | 103248 | 281760 |
Largest Losing Trade | -130465 | -29544 | -130465 | -146969 | -146969 | -132175 |
Avg Bars in Trades | 344 | 326 | 363 | 344 | 326 | 363 |
Avg Bars in Winners | 542 | 512 | 568 | 175 | 200 | 143 |
Avg Bars in Losers | 175 | 199 | 145 | 519 | 489 | 544 |
Bars Traded | 21723 | 10454 | 11269 | 21723 | 10454 | 11269 |
Profit Streak | 0 | 0 | 39.5416 | 11.0416 | 114.9582 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145121 | 342970 | -580061 | -731034 | -578647 | -581033 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 134, "offset": 230 } }, "second_band": { "type": "swma", "factors": { "length": 193, "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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