Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302580.5673 | 214531.2145 | 88049.3527 | 74056.0553 | 292037.3312 | -217981.2758 |
Total P&L (%) | 302.5806 | 214.5312 | 88.0494 | 74.0561 | 292.0373 | -217.9813 |
Avg Daily Profit (%) | 0.2115 | 0.15 | 0.0615 | 0.0387 | 0.0955 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111269 | -81056 | -124273 | -529267 | -370596 | -514767 |
Profit Factor | 1.1533 | 1.2027 | 1.0962 | 1.0127 | 1.0958 | 0.9212 |
Total Trades | 943 | 471 | 472 | 943 | 471 | 472 |
Winning Trades | 597 | 292 | 305 | 597 | 292 | 305 |
Losing Trades | 346 | 179 | 167 | 346 | 179 | 167 |
Profitability (%) | 63.3086 | 61.9958 | 64.6186 | 63.3086 | 61.9958 | 64.6186 |
Ratio Avg Win / Avg Loss | 0.6684 | 0.7373 | 0.6002 | 0.5869 | 0.6717 | 0.5044 |
Largest Winning Trade | 33361 | 33361 | 20563 | 124297 | 124297 | 42344 |
Largest Losing Trade | -45930 | -33391 | -45930 | -302122 | -184222 | -302122 |
Avg Bars in Trades | 9 | 9 | 8 | 9 | 9 | 8 |
Avg Bars in Winners | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Losers | 14 | 15 | 14 | 14 | 15 | 14 |
Bars Traded | 8554 | 4341 | 4213 | 8554 | 4341 | 4213 |
Profit Streak | 6.7467 | 13.9133 | 6.7467 | 6.7467 | 13.9133 | 6.7467 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36795 | 370313 | -221476 | -340282 | -176901 | -575120 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 12, "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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