Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 487021.0938 | 396072.4607 | 90948.6331 | 1471277.2526 | 1302712.0887 | 168565.164 |
Total P&L (%) | 487.0211 | 396.0725 | 90.9486 | 1471.2773 | 1302.7121 | 168.5652 |
Avg Daily Profit (%) | 0.2037 | 0.1657 | 0.038 | 0.1153 | 0.1105 | 0.0413 |
Buy And Hold Return (%) | 101.3605 | 101.3605 | 101.3605 | 101.3605 | 101.3605 | 101.3605 |
Max Trade Drawdown | -107345 | -78261 | -100392 | -223018 | -291322 | -211613 |
Profit Factor | 2.4372 | 3.5601 | 1.4938 | 2.3654 | 3.4618 | 1.3074 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Profitability (%) | 65.5738 | 58.0645 | 73.3333 | 65.5738 | 58.0645 | 73.3333 |
Ratio Avg Win / Avg Loss | 1.2795 | 2.5712 | 0.5432 | 1.2418 | 2.5002 | 0.4754 |
Largest Winning Trade | 147302 | 147302 | 53435 | 935911 | 935911 | 123459 |
Largest Losing Trade | -47805 | -34222 | -47805 | -144337 | -144337 | -139531 |
Avg Bars in Trades | 73 | 74 | 72 | 73 | 74 | 72 |
Avg Bars in Winners | 73 | 69 | 76 | 73 | 69 | 76 |
Avg Bars in Losers | 73 | 81 | 60 | 73 | 81 | 60 |
Bars Traded | 4487 | 2320 | 2167 | 4487 | 2320 | 2167 |
Profit Streak | 7.7497 | 65.7497 | 0 | 7.7497 | 65.7497 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153625 | 494615 | -305277 | -198576 | -36404 | -145387 |
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{ "first_band": { "type": "swma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 13, "offset": 151 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 13, "offset": 151 } } }
# | 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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