Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696312.4216 | 482601.9293 | 213710.4923 | 1226495.595 | 3428560.6816 | -2202065.0866 |
Total P&L (%) | 696.3124 | 482.6019 | 213.7105 | 1226.4956 | 3428.5607 | -2202.0651 |
Avg Daily Profit (%) | 0.3637 | 0.2521 | 0.1116 | 0.1351 | 0.1863 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117495 | -56108 | -121398 | -8721985 | -4313997 | -7578059 |
Profit Factor | 1.5339 | 1.9567 | 1.2672 | 1.0253 | 1.1733 | 0.9234 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 180 | 92 | 88 | 180 | 92 | 88 |
Losing Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Profitability (%) | 64.2857 | 65.7143 | 62.8571 | 64.2857 | 65.7143 | 62.8571 |
Ratio Avg Win / Avg Loss | 0.8522 | 1.0209 | 0.7488 | 0.5696 | 0.6122 | 0.5456 |
Largest Winning Trade | 83471 | 83471 | 48566 | 2004059 | 2004059 | 1273005 |
Largest Losing Trade | -78473 | -30960 | -78473 | -6591560 | -2975160 | -6591560 |
Avg Bars in Trades | 81 | 62 | 100 | 81 | 62 | 100 |
Avg Bars in Winners | 69 | 50 | 89 | 69 | 50 | 89 |
Avg Bars in Losers | 102 | 85 | 118 | 102 | 85 | 118 |
Bars Traded | 22744 | 8728 | 14016 | 22744 | 8728 | 14016 |
Profit Streak | 0 | 14.7144 | 0 | 0 | 14.7144 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453614 | 472132 | -44256 | -203280 | -21178 | -579294 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 199, "offset": 0 } } }
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# | 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) |
---|