Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 35442.8465 | 11184.6214 | 24258.2251 | 37708.98 | 8604.736 | 29104.2439 |
Total P&L (%) | 35.4428 | 11.1846 | 24.2582 | 37.709 | 8.6047 | 29.1042 |
Avg Daily Profit (%) | 0.6805 | 0.2148 | 0.4658 | 0.6163 | 0.1586 | 0.4917 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15675 | -18455 | -10797 | -17589 | -21892 | -12437 |
Profit Factor | 1.4196 | 1.2168 | 1.738 | 1.3871 | 1.1404 | 1.8058 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 56.4815 | 53.7037 | 59.2593 | 56.4815 | 53.7037 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.0938 | 1.0489 | 1.1949 | 1.0688 | 0.9831 | 1.2415 |
Largest Winning Trade | 5546 | 5546 | 5543 | 6342 | 5704 | 6342 |
Largest Losing Trade | -10545 | -10545 | -4205 | -12734 | -12734 | -4650 |
Avg Bars in Trades | 218 | 220 | 215 | 218 | 220 | 215 |
Avg Bars in Winners | 188 | 155 | 217 | 188 | 155 | 217 |
Avg Bars in Losers | 257 | 297 | 211 | 257 | 297 | 211 |
Bars Traded | 23557 | 11933 | 11624 | 23557 | 11933 | 11624 |
Profit Streak | 12.3134 | 12.3134 | 17.3759 | 12.3134 | 12.3134 | 17.3759 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377905 | -302614 | -171026 | 358240 | -407275 | -169815 |
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{ "first_band": { "type": "swma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 89, "offset": 237 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 89, "offset": 237 } } }
# | 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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