Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109818.0415 | 65428.6862 | 44389.3553 | 128399.9848 | 102538.6419 | 25861.343 |
Total P&L (%) | 109.818 | 65.4287 | 44.3894 | 128.4 | 102.5386 | 25.8613 |
Avg Daily Profit (%) | 0.7906 | 0.471 | 0.3196 | 0.5963 | 0.5094 | 0.1657 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38929 | -25845 | -35966 | -61611 | -28868 | -62447 |
Profit Factor | 1.5873 | 1.7608 | 1.4396 | 1.5003 | 2.1098 | 1.1575 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 71.4286 | 68.254 | 74.6032 | 71.4286 | 68.254 | 74.6032 |
Ratio Avg Win / Avg Loss | 0.6349 | 0.819 | 0.4901 | 0.6001 | 0.9813 | 0.394 |
Largest Winning Trade | 25164 | 25164 | 12770 | 26746 | 26746 | 15709 |
Largest Losing Trade | -30414 | -16316 | -30414 | -61611 | -18005 | -61611 |
Avg Bars in Trades | 103 | 101 | 104 | 103 | 101 | 104 |
Avg Bars in Winners | 78 | 78 | 79 | 78 | 78 | 79 |
Avg Bars in Losers | 164 | 151 | 180 | 164 | 151 | 180 |
Bars Traded | 12996 | 6383 | 6613 | 12996 | 6383 | 6613 |
Profit Streak | 133.4642 | 133.4642 | 138.3496 | 133.4642 | 133.4642 | 138.3496 |
Trades During Streak | 10 | 5 | 7 | 10 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 567090 | -134485 | -137712 | 488190 | -133179 | -188927 |
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{ "first_band": { "type": "swma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 145, "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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