Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639250.9159 | 542398.2488 | 96852.6671 | 751023.1948 | 439015.1795 | 312008.0153 |
Total P&L (%) | 639.2509 | 542.3982 | 96.8527 | 751.0232 | 439.0152 | 312.008 |
Avg Daily Profit (%) | 0.3432 | 0.2912 | 0.052 | 0.115 | 0.0905 | 0.076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120940 | -73275 | -68305 | -457441 | -334841 | -323642 |
Profit Factor | 2.5057 | 3.4395 | 1.479 | 1.3241 | 1.3726 | 1.2739 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 41.1765 | 35.2941 | 47.0588 | 41.1765 | 35.2941 | 47.0588 |
Ratio Avg Win / Avg Loss | 3.5796 | 6.3058 | 1.6639 | 1.8916 | 2.5165 | 1.4332 |
Largest Winning Trade | 447683 | 447683 | 58620 | 485096 | 485096 | 367122 |
Largest Losing Trade | -44775 | -27741 | -44775 | -265722 | -161461 | -265722 |
Avg Bars in Trades | 157 | 135 | 178 | 157 | 135 | 178 |
Avg Bars in Winners | 264 | 246 | 277 | 264 | 246 | 277 |
Avg Bars in Losers | 81 | 75 | 89 | 81 | 75 | 89 |
Bars Traded | 10683 | 4622 | 6061 | 10683 | 4622 | 6061 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103171 | 347726 | -122355 | -154905 | -76274 | -92662 |
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{ "first_band": { "type": "swma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 126, "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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