Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64045.1412 | -3372.8821 | 67418.0234 | 39397.9648 | -15013.0923 | 54411.0572 |
Total P&L (%) | 64.0451 | -3.3729 | 67.418 | 39.398 | -15.0131 | 54.4111 |
Avg Daily Profit (%) | 0.2459 | -0.013 | 0.2589 | 0.1276 | -0.0624 | 0.167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89487 | -43096 | -55548 | -119245 | -57027 | -77811 |
Profit Factor | 1.2102 | 0.9797 | 1.4861 | 1.1035 | 0.9269 | 1.3107 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 127 | 61 | 66 | 127 | 61 | 66 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 62.5616 | 60.396 | 64.7059 | 62.5616 | 60.396 | 64.7059 |
Ratio Avg Win / Avg Loss | 0.7242 | 0.6424 | 0.8106 | 0.6604 | 0.6078 | 0.7149 |
Largest Winning Trade | 48378 | 11262 | 48378 | 45450 | 12656 | 45450 |
Largest Losing Trade | -25004 | -17020 | -25004 | -45490 | -21803 | -45490 |
Avg Bars in Trades | 121 | 124 | 118 | 121 | 124 | 118 |
Avg Bars in Winners | 75 | 73 | 78 | 75 | 73 | 78 |
Avg Bars in Losers | 198 | 203 | 193 | 198 | 203 | 193 |
Bars Traded | 24715 | 12593 | 12122 | 24715 | 12593 | 12122 |
Profit Streak | 1.4611 | 0 | 8.2423 | 1.4611 | 0 | 8.2423 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 152417 | -581110 | 337749 | -134458 | -581110 | 239664 |
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{ "first_band": { "type": "swma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 191, "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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