Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407907.901 | 398126.8867 | 9781.0144 | 83618.9427 | 101847.8025 | -18228.8599 |
Total P&L (%) | 407.9079 | 398.1269 | 9.781 | 83.6189 | 101.8478 | -18.2289 |
Avg Daily Profit (%) | 0.1958 | 0.1911 | 0.0047 | 0.0292 | 0.0337 | -0.0097 |
Buy And Hold Return (%) | 32.6115 | 32.6115 | 32.6115 | 32.6115 | 32.6115 | 32.6115 |
Max Trade Drawdown | -132741 | -90863 | -175459 | -131506 | -75993 | -128290 |
Profit Factor | 1.2743 | 1.5475 | 1.0129 | 1.0564 | 1.1369 | 0.9753 |
Total Trades | 471 | 236 | 235 | 471 | 236 | 235 |
Winning Trades | 224 | 109 | 115 | 224 | 109 | 115 |
Losing Trades | 247 | 127 | 120 | 247 | 127 | 120 |
Profitability (%) | 47.5584 | 46.1864 | 48.9362 | 47.5584 | 46.1864 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.4051 | 1.803 | 1.0569 | 1.1649 | 1.3247 | 1.0177 |
Largest Winning Trade | 195177 | 195177 | 26344 | 54167 | 54167 | 34591 |
Largest Losing Trade | -45035 | -40556 | -45035 | -71100 | -48296 | -71100 |
Avg Bars in Trades | 52 | 58 | 46 | 52 | 58 | 46 |
Avg Bars in Winners | 62 | 65 | 58 | 62 | 65 | 58 |
Avg Bars in Losers | 43 | 52 | 34 | 43 | 52 | 34 |
Bars Traded | 24776 | 13893 | 10883 | 24776 | 13893 | 10883 |
Profit Streak | 17.2107 | 19.2107 | 0 | 17.2107 | 19.2107 | 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 | 345351 | 360269 | -558436 | -313825 | -220985 | -578850 |
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{ "first_band": { "type": "swma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 136, "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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