Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882816.1407 | 730259.8489 | 152556.2919 | 713835.5286 | -97012.5272 | 810848.0558 |
Total P&L (%) | 882.8161 | 730.2598 | 152.5563 | 713.8355 | -97.0125 | 810.8481 |
Avg Daily Profit (%) | 0.5538 | 0.4581 | 0.0957 | 0.1316 | -0.22 | 0.1387 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103437 | -97359 | -61091 | -1478434 | -1388541 | -423982 |
Profit Factor | 2.533 | 2.91 | 1.7882 | 1.149 | 0.9699 | 1.5193 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 37 | 24 | 13 | 37 | 24 | 13 |
Profitability (%) | 48.6111 | 33.3333 | 63.8889 | 48.6111 | 33.3333 | 63.8889 |
Ratio Avg Win / Avg Loss | 2.6777 | 5.82 | 1.0107 | 1.2147 | 1.9399 | 0.8587 |
Largest Winning Trade | 481450 | 481450 | 36755 | 704096 | 704096 | 398506 |
Largest Losing Trade | -54868 | -38709 | -54868 | -524267 | -524267 | -423982 |
Avg Bars in Trades | 86 | 98 | 74 | 86 | 98 | 74 |
Avg Bars in Winners | 100 | 134 | 82 | 100 | 134 | 82 |
Avg Bars in Losers | 73 | 80 | 59 | 73 | 80 | 59 |
Bars Traded | 6215 | 3549 | 2666 | 6215 | 3549 | 2666 |
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 | -68427 | 335382 | -61138 | -157824 | -584483 | -5941 |
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{ "first_band": { "type": "swma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 61, "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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