Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212200.052 | 195301.8518 | 16898.2002 | -326791.5363 | -88093.8715 | -238697.6648 |
Total P&L (%) | 212.2001 | 195.3019 | 16.8982 | -326.7915 | -88.0939 | -238.6977 |
Avg Daily Profit (%) | 0.2074 | 0.1908 | 0.0165 | 0 | -0.2077 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166595 | -140747 | -166595 | -490226 | -216975 | -417063 |
Profit Factor | 1.2702 | 1.4698 | 1.0457 | 0.7726 | 0.8699 | 0.6858 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 84 | 32 | 52 | 52 | 35 | 17 |
Losing Trades | 51 | 35 | 16 | 83 | 32 | 51 |
Profitability (%) | 62.2222 | 47.7612 | 76.4706 | 38.5185 | 52.2388 | 25 |
Ratio Avg Win / Avg Loss | 0.7712 | 1.6076 | 0.3218 | 1.2331 | 0.7954 | 2.0573 |
Largest Winning Trade | 195352 | 195352 | 23647 | 228289 | 53409 | 228289 |
Largest Losing Trade | -166595 | -47078 | -166595 | -184711 | -75452 | -184711 |
Avg Bars in Trades | 22 | 24 | 19 | 22 | 24 | 19 |
Avg Bars in Winners | 15 | 15 | 15 | 31 | 32 | 29 |
Avg Bars in Losers | 33 | 32 | 35 | 16 | 16 | 16 |
Bars Traded | 3014 | 1659 | 1355 | 3014 | 1659 | 1355 |
Profit Streak | 8.9533 | 0 | 45.62 | 0 | 57.9533 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317069 | -107775 | -456119 | -582940 | -695911 | -716995 |
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{ "first_band": { "type": "swma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 29, "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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