Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669326.0335 | 602693.3388 | 66632.6947 | 747333.0208 | 612333.7989 | 134999.2219 |
Total P&L (%) | 669.326 | 602.6933 | 66.6327 | 747.333 | 612.3338 | 134.9992 |
Avg Daily Profit (%) | 0.3635 | 0.3273 | 0.0362 | 0.1161 | 0.1067 | 0.0464 |
Buy And Hold Return (%) | 214.6188 | 214.6188 | 214.6188 | 214.6188 | 214.6188 | 214.6188 |
Max Trade Drawdown | -76838 | -74586 | -79577 | -231774 | -106885 | -206796 |
Profit Factor | 2.884 | 5.127 | 1.3185 | 1.8991 | 3.047 | 1.2537 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 53.5211 | 55.5556 | 51.4286 | 53.5211 | 55.5556 | 51.4286 |
Ratio Avg Win / Avg Loss | 2.5045 | 4.1016 | 1.2452 | 1.6492 | 2.4376 | 1.1841 |
Largest Winning Trade | 463965 | 463965 | 53022 | 306015 | 121153 | 306015 |
Largest Losing Trade | -76838 | -39533 | -76838 | -168486 | -65678 | -168486 |
Avg Bars in Trades | 98 | 91 | 105 | 98 | 91 | 105 |
Avg Bars in Winners | 117 | 97 | 139 | 117 | 97 | 139 |
Avg Bars in Losers | 76 | 84 | 68 | 76 | 84 | 68 |
Bars Traded | 6992 | 3304 | 3688 | 6992 | 3304 | 3688 |
Profit Streak | 83.9714 | 98.7214 | 83.9714 | 83.9714 | 98.7214 | 83.9714 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77242 | 554712 | -309408 | -125831 | -45900 | -296172 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 47, "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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