Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472314.8008 | 346571.1627 | 125743.6381 | 370739.8501 | -158380.7141 | 529120.5642 |
Total P&L (%) | 472.3148 | 346.5712 | 125.7436 | 370.7399 | -158.3807 | 529.1206 |
Avg Daily Profit (%) | 0.2174 | 0.1595 | 0.0579 | 0.0713 | 0 | 0.0847 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107641 | -112040 | -59861 | -1475413 | -1427614 | -473389 |
Profit Factor | 1.3718 | 1.5053 | 1.2152 | 1.0395 | 0.9706 | 1.1322 |
Total Trades | 407 | 203 | 204 | 407 | 203 | 204 |
Winning Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Losing Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Profitability (%) | 43.7346 | 43.8424 | 43.6275 | 43.7346 | 43.8424 | 43.6275 |
Ratio Avg Win / Avg Loss | 1.7649 | 1.9281 | 1.5702 | 1.3373 | 1.2433 | 1.4629 |
Largest Winning Trade | 142558 | 142558 | 39911 | 576937 | 576937 | 358256 |
Largest Losing Trade | -40440 | -40440 | -26940 | -545929 | -545929 | -189937 |
Avg Bars in Trades | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Winners | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Losers | 15 | 14 | 16 | 15 | 14 | 16 |
Bars Traded | 8636 | 4100 | 4536 | 8636 | 4100 | 4536 |
Profit Streak | 27.8387 | 0 | 29.0887 | 27.8387 | 0 | 29.0887 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356875 | 292135 | -116103 | -274319 | -580721 | -155759 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 41 } }, "second_band": { "type": "swma", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 41 } }, "second_band": { "type": "swma", "factors": { "length": 16, "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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