Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 749446.4381 | 598199.3551 | 151247.083 | 1829242.0659 | 939230.1481 | 890011.9177 |
Total P&L (%) | 749.4464 | 598.1994 | 151.2471 | 1829.2421 | 939.2301 | 890.0119 |
Avg Daily Profit (%) | 0.4665 | 0.3724 | 0.0941 | 0.1844 | 0.1458 | 0.1428 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83372 | -74004 | -50692 | -1117307 | -958752 | -665611 |
Profit Factor | 2.5321 | 3.2051 | 1.6941 | 1.3717 | 1.3272 | 1.434 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Losing Trades | 71 | 41 | 30 | 71 | 41 | 30 |
Profitability (%) | 32.381 | 22.6415 | 42.3077 | 32.381 | 22.6415 | 42.3077 |
Ratio Avg Win / Avg Loss | 5.2876 | 10.9509 | 2.3102 | 2.8644 | 4.5345 | 1.9555 |
Largest Winning Trade | 330797 | 330797 | 67595 | 1252845 | 1252845 | 822873 |
Largest Losing Trade | -19597 | -17633 | -19597 | -521196 | -336129 | -521196 |
Avg Bars in Trades | 57 | 47 | 67 | 57 | 47 | 67 |
Avg Bars in Winners | 128 | 130 | 126 | 128 | 130 | 126 |
Avg Bars in Losers | 24 | 23 | 24 | 24 | 23 | 24 |
Bars Traded | 6065 | 2538 | 3527 | 6065 | 2538 | 3527 |
Profit Streak | 0 | 0 | 44.8035 | 0 | 0 | 44.8035 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308523 | -204905 | -246558 | 106739 | -217130 | -182459 |
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{ "first_band": { "type": "swma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 246, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 246, "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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