Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 774117.765 | 714262.1778 | 59855.5872 | 314250.9765 | 27826.5537 | 286424.4227 |
Total P&L (%) | 774.1178 | 714.2622 | 59.8556 | 314.251 | 27.8266 | 286.4244 |
Avg Daily Profit (%) | 0.4114 | 0.3796 | 0.0318 | 0.0756 | 0.013 | 0.0719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154924 | -95438 | -109151 | -1854665 | -1561473 | -976517 |
Profit Factor | 1.7433 | 2.2652 | 1.1255 | 1.0351 | 1.0052 | 1.0793 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Profitability (%) | 42.6901 | 41.1765 | 44.186 | 42.6901 | 41.1765 | 44.186 |
Ratio Avg Win / Avg Loss | 2.3403 | 3.236 | 1.4217 | 1.3895 | 1.436 | 1.3634 |
Largest Winning Trade | 379445 | 379445 | 50931 | 1378599 | 1378599 | 442277 |
Largest Losing Trade | -39948 | -39948 | -35066 | -604121 | -604121 | -349982 |
Avg Bars in Trades | 62 | 75 | 49 | 62 | 75 | 49 |
Avg Bars in Winners | 88 | 105 | 72 | 88 | 105 | 72 |
Avg Bars in Losers | 42 | 54 | 30 | 42 | 54 | 30 |
Bars Traded | 10632 | 6411 | 4221 | 10632 | 6411 | 4221 |
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 | 403295 | 364568 | -236129 | -275950 | -397277 | -232824 |
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{ "first_band": { "type": "swma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 146, "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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