Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538203.9918 | 430618.9779 | 107585.0139 | 1082693.4304 | 566546.3931 | 516147.0373 |
Total P&L (%) | 538.204 | 430.619 | 107.585 | 1082.6934 | 566.5464 | 516.147 |
Avg Daily Profit (%) | 0.288 | 0.2305 | 0.0576 | 0.1323 | 0.1016 | 0.0974 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137428 | -75903 | -100000 | -613897 | -378993 | -382298 |
Profit Factor | 2.5516 | 3.4408 | 1.6312 | 1.5258 | 1.5268 | 1.5246 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 51.6667 | 43.3333 | 60 | 51.6667 | 43.3333 | 60 |
Ratio Avg Win / Avg Loss | 2.387 | 4.4995 | 1.0875 | 1.4273 | 1.9966 | 1.0164 |
Largest Winning Trade | 274190 | 274190 | 62046 | 567345 | 444641 | 567345 |
Largest Losing Trade | -44570 | -44570 | -38475 | -229262 | -160447 | -229262 |
Avg Bars in Trades | 118 | 97 | 139 | 118 | 97 | 139 |
Avg Bars in Winners | 169 | 144 | 187 | 169 | 144 | 187 |
Avg Bars in Losers | 64 | 62 | 67 | 64 | 62 | 67 |
Bars Traded | 7118 | 2935 | 4183 | 7118 | 2935 | 4183 |
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 | -159628 | 425595 | -112809 | -187811 | -57016 | -59868 |
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{ "first_band": { "type": "swma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 56, "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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