Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443934.0707 | 303508.8336 | 140425.2371 | 1400569.9097 | 1543762.4742 | -143192.5645 |
Total P&L (%) | 443.9341 | 303.5088 | 140.4252 | 1400.5699 | 1543.7625 | -143.1926 |
Avg Daily Profit (%) | 0.1863 | 0.1274 | 0.0589 | 0.1137 | 0.1176 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91808 | -58602 | -99348 | -1213888 | -860055 | -1105426 |
Profit Factor | 1.8187 | 2.4229 | 1.4269 | 1.2212 | 1.6269 | 0.963 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Profitability (%) | 46.875 | 48.4375 | 45.3125 | 46.875 | 48.4375 | 45.3125 |
Ratio Avg Win / Avg Loss | 2.0612 | 2.5793 | 1.7221 | 1.384 | 1.7319 | 1.1622 |
Largest Winning Trade | 69426 | 69426 | 57146 | 609840 | 453433 | 609840 |
Largest Losing Trade | -30450 | -19704 | -30450 | -795293 | -243810 | -795293 |
Avg Bars in Trades | 107 | 92 | 122 | 107 | 92 | 122 |
Avg Bars in Winners | 166 | 138 | 197 | 166 | 138 | 197 |
Avg Bars in Losers | 54 | 49 | 59 | 54 | 49 | 59 |
Bars Traded | 13744 | 5936 | 7808 | 13744 | 5936 | 7808 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362820 | -158159 | -253546 | -42035 | -172364 | -720392 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 26, "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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