Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1079974.7071 | 1106020.4943 | -26045.7872 | 598182.6015 | 1763602.2332 | -1165419.6317 |
Total P&L (%) | 1079.9747 | 1106.0205 | -26.0458 | 598.1826 | 1763.6022 | -1165.4196 |
Avg Daily Profit (%) | 0.5948 | 0.6091 | -0.0143 | 0.1071 | 0.1612 | 0 |
Buy And Hold Return (%) | 615.8378 | 615.8378 | 615.8378 | 615.8378 | 615.8378 | 615.8378 |
Max Trade Drawdown | -134868 | -69528 | -87545 | -2420351 | -1386449 | -1171655 |
Profit Factor | 2.6762 | 4.9851 | 0.929 | 1.0876 | 1.646 | 0.7157 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 41.7722 | 46.1538 | 37.5 | 41.7722 | 46.1538 | 37.5 |
Ratio Avg Win / Avg Loss | 3.7304 | 5.8159 | 1.5483 | 1.516 | 1.9203 | 1.1928 |
Largest Winning Trade | 628178 | 628178 | 77163 | 1931463 | 1931463 | 637246 |
Largest Losing Trade | -45205 | -29879 | -45205 | -680073 | -379647 | -680073 |
Avg Bars in Trades | 89 | 84 | 94 | 89 | 84 | 94 |
Avg Bars in Winners | 142 | 126 | 163 | 142 | 126 | 163 |
Avg Bars in Losers | 51 | 49 | 53 | 51 | 49 | 53 |
Bars Traded | 7089 | 3303 | 3786 | 7089 | 3303 | 3786 |
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 | -26491 | 345395 | -582833 | -372931 | 220176 | -583944 |
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{ "first_band": { "type": "swma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 38, "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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