Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 920044.334 | 699230.837 | 220813.497 | 13280473.8298 | 5112271.7674 | 8168202.0624 |
Total P&L (%) | 920.0443 | 699.2308 | 220.8135 | 13280.4738 | 5112.2718 | 8168.2021 |
Avg Daily Profit (%) | 0.4654 | 0.3537 | 0.1117 | 0.248 | 0.2002 | 0.2236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86569 | -96261 | -77580 | -6209570 | -6850852 | -2184777 |
Profit Factor | 2.4955 | 3.1191 | 1.7741 | 1.5795 | 1.3738 | 1.8841 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Profitability (%) | 34.0909 | 28.7879 | 39.3939 | 34.0909 | 28.7879 | 39.3939 |
Ratio Avg Win / Avg Loss | 4.8246 | 7.7157 | 2.7294 | 3.0537 | 3.3983 | 2.8986 |
Largest Winning Trade | 212321 | 212321 | 72453 | 4372583 | 3754204 | 4372583 |
Largest Losing Trade | -28245 | -23717 | -28245 | -2468398 | -2468398 | -1338598 |
Avg Bars in Trades | 42 | 38 | 46 | 42 | 38 | 46 |
Avg Bars in Winners | 94 | 98 | 92 | 94 | 98 | 92 |
Avg Bars in Losers | 15 | 14 | 16 | 15 | 14 | 16 |
Bars Traded | 5628 | 2544 | 3084 | 5628 | 2544 | 3084 |
Profit Streak | 0 | 0 | 564.7443 | 0 | 0 | 564.7443 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332110 | -122267 | -168519 | 198497 | -127893 | -116183 |
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{ "first_band": { "type": "swma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 247, "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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