Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407596.8057 | 273995.5103 | 133601.2954 | 48483.4275 | -90155.5104 | 138638.9379 |
Total P&L (%) | 407.5968 | 273.9955 | 133.6013 | 48.4834 | -90.1555 | 138.6389 |
Avg Daily Profit (%) | 0.2249 | 0.1512 | 0.0737 | 0.0218 | -0.1279 | 0.048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190353 | -203466 | -48199 | -531948 | -557594 | -178655 |
Profit Factor | 1.5493 | 1.5236 | 1.611 | 1.0292 | 0.923 | 1.2839 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 59 | 23 | 36 | 59 | 23 | 36 |
Losing Trades | 59 | 36 | 23 | 59 | 36 | 23 |
Profitability (%) | 50 | 38.9831 | 61.0169 | 50 | 38.9831 | 61.0169 |
Ratio Avg Win / Avg Loss | 1.5493 | 2.3847 | 1.0292 | 1.0292 | 1.4448 | 0.8203 |
Largest Winning Trade | 247786 | 247786 | 36070 | 352483 | 352483 | 151841 |
Largest Losing Trade | -54588 | -54588 | -31520 | -178655 | -168704 | -178655 |
Avg Bars in Trades | 29 | 41 | 16 | 29 | 41 | 16 |
Avg Bars in Winners | 33 | 52 | 20 | 33 | 52 | 20 |
Avg Bars in Losers | 25 | 35 | 10 | 25 | 35 | 10 |
Bars Traded | 3464 | 2475 | 988 | 3464 | 2475 | 988 |
Profit Streak | 31.4419 | 37.4419 | 0 | 31.4419 | 37.4419 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420634 | -170487 | -267534 | -352449 | -759364 | -305444 |
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{ "first_band": { "type": "swma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 66, "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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