Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2881357.0153 | 2785078.1296 | 96278.8857 | 2976707.8963 | 4812789.7789 | -1836081.8826 |
Total P&L (%) | 2881.357 | 2785.0781 | 96.2789 | 2976.7079 | 4812.7898 | -1836.0819 |
Avg Daily Profit (%) | 1.239 | 1.1976 | 0.0414 | 0.1475 | 0.1676 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107177 | -92457 | -124872 | -7437509 | -6632577 | -4003946 |
Profit Factor | 4.3082 | 7.2897 | 1.2249 | 1.0798 | 1.2639 | 0.9036 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
Profitability (%) | 29.1339 | 21.875 | 36.5079 | 29.1339 | 21.875 | 36.5079 |
Ratio Avg Win / Avg Loss | 10.4793 | 26.0347 | 2.1302 | 2.6266 | 4.5139 | 1.5715 |
Largest Winning Trade | 2427873 | 2427873 | 84634 | 5540110 | 5540110 | 2631905 |
Largest Losing Trade | -34448 | -21606 | -34448 | -2721996 | -1936693 | -2721996 |
Avg Bars in Trades | 34 | 31 | 37 | 34 | 31 | 37 |
Avg Bars in Winners | 80 | 86 | 76 | 80 | 86 | 76 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 4378 | 2000 | 2378 | 4378 | 2000 | 2378 |
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 | 344743 | -161006 | -289074 | -138653 | -174310 | -730205 |
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{ "first_band": { "type": "swma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 199, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 199, "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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