Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 673782.7004 | 606526.4611 | 67256.2393 | 993211.8915 | 894497.5 | 98714.3915 |
Total P&L (%) | 673.7827 | 606.5265 | 67.2562 | 993.2119 | 894.4975 | 98.7144 |
Avg Daily Profit (%) | 0.3674 | 0.3308 | 0.0367 | 0.1305 | 0.1253 | 0.0375 |
Buy And Hold Return (%) | 300.8958 | 300.8958 | 300.8958 | 300.8958 | 300.8958 | 300.8958 |
Max Trade Drawdown | -54650 | -43116 | -54218 | -876833 | -608870 | -719852 |
Profit Factor | 2.6622 | 3.8461 | 1.3499 | 1.2285 | 1.3906 | 1.048 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 43.3735 | 47.619 | 39.0244 | 43.3735 | 47.619 | 39.0244 |
Ratio Avg Win / Avg Loss | 3.4757 | 4.2307 | 2.1091 | 1.6039 | 1.5297 | 1.6375 |
Largest Winning Trade | 510003 | 510003 | 43721 | 527762 | 527762 | 492105 |
Largest Losing Trade | -30814 | -24894 | -30814 | -452636 | -338329 | -452636 |
Avg Bars in Trades | 84 | 79 | 89 | 84 | 79 | 89 |
Avg Bars in Winners | 147 | 126 | 174 | 147 | 126 | 174 |
Avg Bars in Losers | 35 | 36 | 34 | 35 | 36 | 34 |
Bars Traded | 6986 | 3337 | 3649 | 6986 | 3337 | 3649 |
Profit Streak | 80.6051 | 95.3551 | 0 | 80.6051 | 95.3551 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 214433 | 338269 | -312414 | -23755 | -26573 | -479471 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 15, "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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