Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630718.1662 | 581877.5502 | 48840.6159 | 198137.0418 | 264367.7296 | -66230.6878 |
Total P&L (%) | 630.7182 | 581.8776 | 48.8406 | 198.137 | 264.3677 | -66.2307 |
Avg Daily Profit (%) | 0.3358 | 0.3098 | 0.026 | 0.0582 | 0.0689 | -0.0578 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125693 | -74098 | -84565 | -573789 | -394440 | -357612 |
Profit Factor | 2.4247 | 3.6806 | 1.2165 | 1.0992 | 1.26 | 0.9325 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 41.2698 | 31.25 | 51.6129 | 41.2698 | 31.25 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.4505 | 8.0972 | 1.1404 | 1.5642 | 2.7719 | 0.8742 |
Largest Winning Trade | 571906 | 571906 | 61069 | 599961 | 599961 | 179507 |
Largest Losing Trade | -50645 | -50645 | -47910 | -163741 | -157946 | -163741 |
Avg Bars in Trades | 114 | 102 | 126 | 114 | 102 | 126 |
Avg Bars in Winners | 184 | 193 | 178 | 184 | 193 | 178 |
Avg Bars in Losers | 65 | 61 | 70 | 65 | 61 | 70 |
Bars Traded | 7201 | 3280 | 3921 | 7201 | 3280 | 3921 |
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 | -140854 | 305250 | -159833 | -380237 | -107373 | -580608 |
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{ "first_band": { "type": "swma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 98, "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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