Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192815.3655 | 100623.5471 | 92191.8184 | 75115.4049 | -41022.2909 | 116137.6958 |
Total P&L (%) | 192.8154 | 100.6235 | 92.1918 | 75.1154 | -41.0223 | 116.1377 |
Avg Daily Profit (%) | 0.1851 | 0.0966 | 0.0885 | 0.0538 | -0.0507 | 0.074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119208 | -74158 | -95706 | -280440 | -200724 | -98895 |
Profit Factor | 1.235 | 1.2406 | 1.2292 | 1.0804 | 0.9226 | 1.2873 |
Total Trades | 747 | 374 | 373 | 747 | 374 | 373 |
Winning Trades | 594 | 291 | 303 | 594 | 291 | 303 |
Losing Trades | 153 | 83 | 70 | 153 | 83 | 70 |
Profitability (%) | 79.5181 | 77.8075 | 81.2332 | 79.5181 | 77.8075 | 81.2332 |
Ratio Avg Win / Avg Loss | 0.3181 | 0.3539 | 0.284 | 0.2783 | 0.2631 | 0.2974 |
Largest Winning Trade | 26204 | 26204 | 16642 | 40026 | 21488 | 40026 |
Largest Losing Trade | -59282 | -41148 | -59282 | -163175 | -163175 | -44550 |
Avg Bars in Trades | 33 | 34 | 31 | 33 | 34 | 31 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 102 | 101 | 103 | 102 | 101 | 103 |
Bars Traded | 24732 | 12836 | 11896 | 24732 | 12836 | 11896 |
Profit Streak | 2.6277 | 2.6277 | 9.5444 | 2.6277 | 2.6277 | 9.5444 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469975 | -61589 | -69826 | -247280 | -576413 | -88784 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 199, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 199, "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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