Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108461.2158 | 302023.7522 | -193562.5364 | -95490.4242 | 16717.5152 | -112207.9394 |
Total P&L (%) | 108.4612 | 302.0238 | -193.5625 | -95.4904 | 16.7175 | -112.2079 |
Avg Daily Profit (%) | 0.0568 | 0.1582 | -0.1014 | -0.1622 | 0.0081 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -264498 | -92011 | -282470 | -139222 | -11497 | -139222 |
Profit Factor | 1.1336 | 2.24 | 0.6594 | 0.5586 | 1.5864 | 0.4025 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 35 | 17 | 18 | 37 | 18 | 19 |
Losing Trades | 31 | 16 | 15 | 29 | 15 | 14 |
Profitability (%) | 53.0303 | 51.5152 | 54.5455 | 56.0606 | 54.5455 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.004 | 2.1082 | 0.5495 | 0.4378 | 1.322 | 0.2966 |
Largest Winning Trade | 297403 | 297403 | 60869 | 26652 | 11814 | 26652 |
Largest Losing Trade | -138376 | -32984 | -138376 | -139222 | -4943 | -139222 |
Avg Bars in Trades | 82 | 74 | 91 | 82 | 74 | 91 |
Avg Bars in Winners | 81 | 58 | 102 | 80 | 59 | 100 |
Avg Bars in Losers | 84 | 90 | 78 | 85 | 91 | 79 |
Bars Traded | 5470 | 2446 | 3024 | 5470 | 2446 | 3024 |
Profit Streak | 42.5571 | 42.5571 | 62.8905 | 42.5571 | 42.5571 | 62.8905 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -317720 | 441021 | -579654 | -707504 | -187857 | -579261 |
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{ "first_band": { "type": "sma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 90, "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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