Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153311.1925 | 58765.1558 | 94546.0367 | 227404.8971 | 72898.3025 | 154506.5946 |
Total P&L (%) | 153.3112 | 58.7652 | 94.546 | 227.4049 | 72.8983 | 154.5066 |
Avg Daily Profit (%) | 0.2944 | 0.1128 | 0.1815 | 0.228 | 0.1052 | 0.1795 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41545 | -45182 | -27806 | -47480 | -62058 | -39701 |
Profit Factor | 1.8449 | 1.5383 | 2.3079 | 2.023 | 1.5392 | 2.774 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 19 | 12 | 7 | 19 | 12 | 7 |
Profitability (%) | 72.0588 | 64.7059 | 79.4118 | 72.0588 | 64.7059 | 79.4118 |
Ratio Avg Win / Avg Loss | 0.7154 | 0.8391 | 0.5983 | 0.7844 | 0.8395 | 0.7192 |
Largest Winning Trade | 20612 | 20612 | 15696 | 24021 | 22063 | 24021 |
Largest Losing Trade | -28230 | -28230 | -27806 | -39701 | -37485 | -39701 |
Avg Bars in Trades | 354 | 386 | 322 | 354 | 386 | 322 |
Avg Bars in Winners | 275 | 283 | 269 | 275 | 283 | 269 |
Avg Bars in Losers | 557 | 575 | 526 | 557 | 575 | 526 |
Bars Traded | 24102 | 13136 | 10966 | 24102 | 13136 | 10966 |
Profit Streak | 37.2928 | 37.2928 | 152.272 | 37.2928 | 37.2928 | 152.272 |
Trades During Streak | 5 | 2 | 9 | 5 | 2 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100522 | -40932 | 498215 | -100746 | -50375 | 529979 |
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{ "first_band": { "type": "swma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 241, "offset": 242 } } }
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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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