Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 978356.7996 | 1015419.4753 | -37062.6757 | 204267.4474 | 615746.0304 | -411478.5831 |
Total P&L (%) | 978.3568 | 1015.4195 | -37.0627 | 204.2674 | 615.746 | -411.4786 |
Avg Daily Profit (%) | 0.5399 | 0.5604 | -0.0205 | 0.0614 | 0.1087 | 0 |
Buy And Hold Return (%) | 536.8183 | 536.8183 | 536.8183 | 536.8183 | 536.8183 | 536.8183 |
Max Trade Drawdown | -171232 | -91494 | -146239 | -543161 | -266211 | -517287 |
Profit Factor | 2.6604 | 5.2183 | 0.8937 | 1.13 | 1.9887 | 0.5663 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 50 | 48.4848 | 51.5152 | 50 | 48.4848 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.6604 | 5.5445 | 0.8411 | 1.13 | 2.113 | 0.533 |
Largest Winning Trade | 560837 | 560837 | 69346 | 426664 | 426664 | 135256 |
Largest Losing Trade | -66389 | -47817 | -66389 | -207183 | -140813 | -207183 |
Avg Bars in Trades | 76 | 67 | 86 | 76 | 67 | 86 |
Avg Bars in Winners | 97 | 80 | 112 | 97 | 80 | 112 |
Avg Bars in Losers | 56 | 54 | 59 | 56 | 54 | 59 |
Bars Traded | 5076 | 2218 | 2858 | 5076 | 2218 | 2858 |
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 | -120554 | 390496 | -580606 | -482732 | -164358 | -580606 |
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{ "first_band": { "type": "swma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 35, "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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