Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -24195.838 | 143193.9765 | -167389.8145 | 8972522.7105 | 1414424.4573 | 7558098.2531 |
Total P&L (%) | -24.1958 | 143.194 | -167.3898 | 8972.5227 | 1414.4245 | 7558.0983 |
Avg Daily Profit (%) | -0.0112 | 0.066 | -0.0772 | 0.208 | 0.1254 | 0.2002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -549738 | -81394 | -503915 | -5765403 | -5893527 | -1051509 |
Profit Factor | 0.9718 | 1.5455 | 0.7185 | 1.7313 | 1.151 | 3.6046 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 65 | 28 | 37 | 61 | 27 | 34 |
Losing Trades | 37 | 23 | 14 | 41 | 24 | 17 |
Profitability (%) | 63.7255 | 54.902 | 72.549 | 59.8039 | 52.9412 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.5532 | 1.2695 | 0.2719 | 1.1636 | 1.0231 | 1.8023 |
Largest Winning Trade | 47585 | 47585 | 37270 | 2752127 | 2752127 | 1268786 |
Largest Losing Trade | -268614 | -42428 | -268614 | -2533861 | -2533861 | -935529 |
Avg Bars in Trades | 60 | 48 | 73 | 60 | 48 | 73 |
Avg Bars in Winners | 51 | 32 | 65 | 59 | 32 | 80 |
Avg Bars in Losers | 77 | 68 | 93 | 63 | 66 | 58 |
Bars Traded | 6211 | 2475 | 3736 | 6211 | 2475 | 3736 |
Profit Streak | 26.297 | 0 | 249.9636 | 26.297 | 0 | 249.9636 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578185 | -282631 | -756488 | 444991 | -259370 | -161662 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 194, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 194, "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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