Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1405161.7287 | 1411121.326 | -5959.5973 | 434747.1743 | 646849.5233 | -212102.349 |
Total P&L (%) | 1405.1617 | 1411.1213 | -5.9596 | 434.7472 | 646.8495 | -212.1023 |
Avg Daily Profit (%) | 0.623 | 0.6256 | -0.0026 | 0.0744 | 0.0892 | 0 |
Buy And Hold Return (%) | 272.6064 | 272.6064 | 272.6064 | 272.6064 | 272.6064 | 272.6064 |
Max Trade Drawdown | -193938 | -73253 | -163175 | -839423 | -732740 | -724132 |
Profit Factor | 3.0164 | 5.468 | 0.9844 | 1.1105 | 1.3255 | 0.891 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 45.122 | 43.9024 | 46.3415 | 45.122 | 43.9024 | 46.3415 |
Ratio Avg Win / Avg Loss | 3.6686 | 6.9868 | 1.1398 | 1.3506 | 1.6936 | 1.0317 |
Largest Winning Trade | 951584 | 951584 | 51210 | 682212 | 682212 | 257712 |
Largest Losing Trade | -62821 | -38008 | -62821 | -527528 | -296557 | -527528 |
Avg Bars in Trades | 52 | 48 | 56 | 52 | 48 | 56 |
Avg Bars in Winners | 79 | 74 | 83 | 79 | 74 | 83 |
Avg Bars in Losers | 30 | 27 | 34 | 30 | 27 | 34 |
Bars Traded | 4319 | 1991 | 2328 | 4319 | 1991 | 2328 |
Profit Streak | 52.8136 | 0 | 135.8136 | 52.8136 | 0 | 135.8136 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 218626 | 585451 | -579538 | -212328 | -78863 | -579538 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 28, "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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