Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543722.201 | 475256.6281 | 68465.5729 | 89210.4751 | 309934.391 | -220723.9159 |
Total P&L (%) | 543.7222 | 475.2566 | 68.4656 | 89.2105 | 309.9344 | -220.7239 |
Avg Daily Profit (%) | 0.3395 | 0.2968 | 0.0428 | 0.0398 | 0.0881 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158865 | -124554 | -78587 | -955498 | -808223 | -342332 |
Profit Factor | 1.974 | 2.6125 | 1.2599 | 1.0391 | 1.2468 | 0.7843 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 46.6667 | 40 | 53.3333 | 46.6667 | 40 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.2561 | 3.9187 | 1.1024 | 1.1876 | 1.8702 | 0.6863 |
Largest Winning Trade | 330641 | 330641 | 60965 | 672726 | 672726 | 197174 |
Largest Losing Trade | -51463 | -43745 | -51463 | -500760 | -500760 | -205105 |
Avg Bars in Trades | 103 | 87 | 120 | 103 | 87 | 120 |
Avg Bars in Winners | 154 | 135 | 168 | 154 | 135 | 168 |
Avg Bars in Losers | 59 | 54 | 66 | 59 | 54 | 66 |
Bars Traded | 6229 | 2610 | 3619 | 6229 | 2610 | 3619 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161815 | 341778 | -135684 | -491971 | -78362 | -580393 |
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{ "first_band": { "type": "swma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 62, "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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