Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622963.2767 | 513095.2166 | 109868.0601 | 285747.1814 | 893391.137 | -607643.9556 |
Total P&L (%) | 622.9633 | 513.0952 | 109.8681 | 285.7472 | 893.3911 | -607.644 |
Avg Daily Profit (%) | 0.3898 | 0.321 | 0.0687 | 0.0845 | 0.1438 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131586 | -122258 | -120284 | -1460849 | -820975 | -1361449 |
Profit Factor | 1.9224 | 2.2396 | 1.4202 | 1.0755 | 1.4744 | 0.6806 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 42.735 | 35.5932 | 50 | 42.735 | 35.5932 | 50 |
Ratio Avg Win / Avg Loss | 2.576 | 4.0525 | 1.4202 | 1.4411 | 2.6679 | 0.6806 |
Largest Winning Trade | 360032 | 360032 | 53373 | 1292740 | 1292740 | 165088 |
Largest Losing Trade | -39688 | -29254 | -39688 | -727149 | -252120 | -727149 |
Avg Bars in Trades | 161 | 164 | 157 | 161 | 164 | 157 |
Avg Bars in Winners | 246 | 275 | 226 | 246 | 275 | 226 |
Avg Bars in Losers | 97 | 104 | 87 | 97 | 104 | 87 |
Bars Traded | 18851 | 9734 | 9117 | 18851 | 9734 | 9117 |
Profit Streak | 0 | 0 | 49.7908 | 0 | 0 | 49.7908 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388633 | -169226 | -279826 | -220153 | -181023 | -760268 |
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{ "first_band": { "type": "swma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 127, "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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