Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190207.412 | 374207.6235 | -184000.2116 | -100044.3186 | -33053.5578 | -66990.7608 |
Total P&L (%) | 190.2074 | 374.2076 | -184.0002 | -100.0443 | -33.0536 | -66.9908 |
Avg Daily Profit (%) | 0.0785 | 0.1544 | -0.0759 | 0 | -0.0166 | -0.0457 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -230671 | -146640 | -275057 | -130314 | -72646 | -76361 |
Profit Factor | 1.212 | 2.0355 | 0.6566 | 0.5125 | 0.6319 | 0.4196 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 35 | 17 | 18 | 30 | 17 | 13 |
Losing Trades | 30 | 16 | 14 | 35 | 16 | 19 |
Profitability (%) | 53.8462 | 51.5152 | 56.25 | 46.1538 | 51.5152 | 40.625 |
Ratio Avg Win / Avg Loss | 1.0389 | 1.9158 | 0.5107 | 0.5979 | 0.5947 | 0.6133 |
Largest Winning Trade | 356549 | 356549 | 62291 | 29394 | 24192 | 29394 |
Largest Losing Trade | -102076 | -56713 | -102076 | -54104 | -39281 | -54104 |
Avg Bars in Trades | 109 | 85 | 135 | 109 | 85 | 135 |
Avg Bars in Winners | 123 | 83 | 160 | 102 | 92 | 115 |
Avg Bars in Losers | 94 | 86 | 103 | 116 | 77 | 149 |
Bars Traded | 7143 | 2810 | 4333 | 7143 | 2810 | 4333 |
Profit Streak | 58.0488 | 58.0488 | 75.7155 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -223114 | 425984 | -579442 | -718551 | -580606 | -584456 |
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{ "first_band": { "type": "rma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 73, "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) |
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