Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76195.6086 | 10776.2007 | 65419.4078 | 73200.5258 | -10670.2135 | 83870.7393 |
Total P&L (%) | 76.1956 | 10.7762 | 65.4194 | 73.2005 | -10.6702 | 83.8707 |
Avg Daily Profit (%) | 0.2926 | 0.0414 | 0.2512 | 0.2111 | -0.0433 | 0.2342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32292 | -22275 | -22942 | -70469 | -57020 | -42856 |
Profit Factor | 1.2917 | 1.0689 | 1.6241 | 1.1521 | 0.9629 | 1.4338 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 65.4762 | 65.4762 | 65.4762 | 65.4762 | 65.4762 | 65.4762 |
Ratio Avg Win / Avg Loss | 0.6811 | 0.5636 | 0.8563 | 0.6075 | 0.5077 | 0.756 |
Largest Winning Trade | 11582 | 11582 | 10421 | 17303 | 15321 | 17303 |
Largest Losing Trade | -20375 | -20375 | -17002 | -33284 | -33284 | -31448 |
Avg Bars in Trades | 142 | 146 | 139 | 142 | 146 | 139 |
Avg Bars in Winners | 90 | 85 | 95 | 90 | 85 | 95 |
Avg Bars in Losers | 241 | 262 | 221 | 241 | 262 | 221 |
Bars Traded | 23973 | 12289 | 11683 | 23973 | 12289 | 11683 |
Profit Streak | 4.5294 | 6.0815 | 0 | 4.5294 | 6.0815 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307578 | -424419 | 309942 | -45365 | -579522 | 277449 |
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{ "first_band": { "type": "midprice", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 234, "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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