Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348247.6896 | 294643.9714 | 53603.7183 | 70875.3155 | 90145.6273 | -19270.3118 |
Total P&L (%) | 348.2477 | 294.644 | 53.6037 | 70.8753 | 90.1456 | -19.2703 |
Avg Daily Profit (%) | 0.1863 | 0.1576 | 0.0287 | 0.0287 | 0.0344 | -0.0114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146397 | -96088 | -167522 | -118052 | -66086 | -134489 |
Profit Factor | 1.3873 | 1.6747 | 1.1159 | 1.0963 | 1.2649 | 0.9513 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 54.4118 | 51.9608 | 56.8627 | 54.4118 | 51.9608 | 56.8627 |
Ratio Avg Win / Avg Loss | 1.1623 | 1.5483 | 0.8466 | 0.9185 | 1.1694 | 0.7217 |
Largest Winning Trade | 72268 | 72268 | 49523 | 49786 | 49786 | 39834 |
Largest Losing Trade | -75238 | -52993 | -75238 | -70155 | -26415 | -70155 |
Avg Bars in Trades | 27 | 23 | 30 | 27 | 23 | 30 |
Avg Bars in Winners | 28 | 23 | 32 | 28 | 23 | 32 |
Avg Bars in Losers | 25 | 23 | 28 | 25 | 23 | 28 |
Bars Traded | 5525 | 2409 | 3116 | 5525 | 2409 | 3116 |
Profit Streak | 0 | 0 | 19.329 | 0 | 0 | 19.329 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361393 | 384500 | -249186 | -268944 | -146851 | -579612 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 61, "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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