Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1276077.5303 | 1222101.7209 | 53975.8094 | 3431989.4538 | 3956675.8636 | -524686.4098 |
Total P&L (%) | 1276.0775 | 1222.1017 | 53.9758 | 3431.9895 | 3956.6759 | -524.6864 |
Avg Daily Profit (%) | 0.7044 | 0.6746 | 0.0298 | 0.197 | 0.2046 | 0 |
Buy And Hold Return (%) | 514.2933 | 514.2933 | 514.2933 | 514.2933 | 514.2933 | 514.2933 |
Max Trade Drawdown | -105441 | -66214 | -82743 | -5703853 | -3345603 | -3121245 |
Profit Factor | 3.6091 | 6.3789 | 1.2061 | 1.2571 | 1.6475 | 0.9275 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 40 | 40.625 | 39.3939 | 40 | 40.625 | 39.3939 |
Ratio Avg Win / Avg Loss | 5.4136 | 9.323 | 1.8555 | 1.8857 | 2.4079 | 1.4269 |
Largest Winning Trade | 658623 | 658623 | 75466 | 3978716 | 3978716 | 1549371 |
Largest Losing Trade | -35252 | -21456 | -35252 | -1494141 | -1494141 | -1150566 |
Avg Bars in Trades | 161 | 149 | 173 | 161 | 149 | 173 |
Avg Bars in Winners | 270 | 227 | 312 | 270 | 227 | 312 |
Avg Bars in Losers | 89 | 95 | 83 | 89 | 95 | 83 |
Bars Traded | 10498 | 4769 | 5729 | 10498 | 4769 | 5729 |
Profit Streak | 0 | 100.3574 | 0 | 0 | 100.3574 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124723 | 472477 | -322384 | -131439 | 290851 | -583260 |
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{ "first_band": { "type": "swma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 95, "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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