Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403726.7332 | 232534.6361 | 171192.0971 | 62575.8584 | -42290.6464 | 104866.5048 |
Total P&L (%) | 403.7267 | 232.5346 | 171.1921 | 62.5759 | -42.2906 | 104.8665 |
Avg Daily Profit (%) | 0.2123 | 0.1223 | 0.09 | 0.0256 | -0.0289 | 0.0377 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116954 | -119260 | -104458 | -89578 | -77324 | -34593 |
Profit Factor | 1.5139 | 1.485 | 1.5591 | 1.1106 | 0.8953 | 1.6478 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 51.145 | 47.6923 | 54.5455 | 51.145 | 47.6923 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.4461 | 1.6287 | 1.2993 | 1.0609 | 0.9819 | 1.3731 |
Largest Winning Trade | 148144 | 148144 | 54714 | 60998 | 60998 | 24951 |
Largest Losing Trade | -71451 | -71451 | -43495 | -76996 | -76996 | -22071 |
Avg Bars in Trades | 28 | 35 | 21 | 28 | 35 | 21 |
Avg Bars in Winners | 30 | 36 | 25 | 30 | 36 | 25 |
Avg Bars in Losers | 26 | 35 | 16 | 26 | 35 | 16 |
Bars Traded | 3733 | 2327 | 1406 | 3733 | 2327 | 1406 |
Profit Streak | 12.5937 | 0 | 76.0937 | 12.5937 | 0 | 76.0937 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378165 | -160047 | -193479 | -256697 | -713355 | -262860 |
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{ "first_band": { "type": "swma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 58, "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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