Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791215.2088 | 433161.0314 | 358054.1775 | 19136271.822 | 9865714.0609 | 9270557.7611 |
Total P&L (%) | 791.2152 | 433.161 | 358.0542 | 19136.2718 | 9865.7141 | 9270.5578 |
Avg Daily Profit (%) | 0.768 | 0.4204 | 0.3475 | 0.5118 | 0.4477 | 0.4417 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63782 | -62186 | -37569 | -1101508 | -1407929 | -656834 |
Profit Factor | 3.3721 | 3.1043 | 3.8038 | 4.9886 | 4.2499 | 6.2612 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 30 | 20 | 10 | 30 | 20 | 10 |
Profitability (%) | 61.5385 | 48.7179 | 74.359 | 61.5385 | 48.7179 | 74.359 |
Ratio Avg Win / Avg Loss | 2.1076 | 3.2677 | 1.3117 | 3.1179 | 4.4735 | 2.159 |
Largest Winning Trade | 241558 | 241558 | 46693 | 6330644 | 6330644 | 3287030 |
Largest Losing Trade | -37169 | -37169 | -34327 | -1008014 | -1008014 | -656834 |
Avg Bars in Trades | 49 | 46 | 51 | 49 | 46 | 51 |
Avg Bars in Winners | 51 | 44 | 56 | 51 | 44 | 56 |
Avg Bars in Losers | 45 | 49 | 37 | 45 | 49 | 37 |
Bars Traded | 3846 | 1831 | 2014 | 3846 | 1831 | 2014 |
Profit Streak | 22.1422 | 0 | 90.8922 | 22.1422 | 0 | 90.8922 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17114 | 538510 | 692194 | -17966 | 609170 | 834133 |
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{ "first_band": { "type": "swma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 178, "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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