Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 27158.8379 | -10905.6691 | 38064.507 | 20024.1432 | -15618.7127 | 35642.8559 |
Total P&L (%) | 27.1588 | -10.9057 | 38.0645 | 20.0241 | -15.6187 | 35.6429 |
Avg Daily Profit (%) | 0.1922 | -0.0772 | 0.2694 | 0.1292 | -0.1201 | 0.216 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27515 | -33923 | -10291 | -27886 | -32366 | -10030 |
Profit Factor | 1.2656 | 0.8364 | 2.0698 | 1.2008 | 0.7669 | 2.0887 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 44.8718 | 38.4615 | 51.2821 | 44.8718 | 38.4615 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.5549 | 1.3383 | 1.9663 | 1.4752 | 1.227 | 1.9843 |
Largest Winning Trade | 28848 | 28848 | 11586 | 25355 | 25355 | 10081 |
Largest Losing Trade | -11769 | -11769 | -6037 | -14468 | -14468 | -5308 |
Avg Bars in Trades | 83 | 71 | 95 | 83 | 71 | 95 |
Avg Bars in Winners | 110 | 91 | 124 | 110 | 91 | 124 |
Avg Bars in Losers | 61 | 59 | 64 | 61 | 59 | 64 |
Bars Traded | 6520 | 2801 | 3719 | 6520 | 2801 | 3719 |
Profit Streak | 390.8813 | 390.8813 | 408.2355 | 390.8813 | 390.8813 | 408.2355 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36406 | -584765 | 342275 | -69453 | -584765 | 319412 |
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{ "first_band": { "type": "swma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 250, "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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