Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272560.3603 | 197758.1048 | 74802.2555 | 564514.1186 | 369759.6991 | 194754.4195 |
Total P&L (%) | 272.5604 | 197.7581 | 74.8023 | 564.5141 | 369.7597 | 194.7544 |
Avg Daily Profit (%) | 0.5233 | 0.3797 | 0.1436 | 0.3643 | 0.2975 | 0.2078 |
Buy And Hold Return (%) | 24.0619 | 24.0619 | 24.0619 | 24.0619 | 24.0619 | 24.0619 |
Max Trade Drawdown | -53838 | -41009 | -27013 | -334285 | -227202 | -189691 |
Profit Factor | 1.572 | 1.8107 | 1.3216 | 1.3205 | 1.4038 | 1.2303 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 138 | 73 | 65 | 138 | 73 | 65 |
Profitability (%) | 38.9381 | 35.3982 | 42.4779 | 38.9381 | 35.3982 | 42.4779 |
Ratio Avg Win / Avg Loss | 2.4652 | 3.3045 | 1.7897 | 2.0708 | 2.562 | 1.666 |
Largest Winning Trade | 98720 | 98720 | 25351 | 206994 | 206994 | 82405 |
Largest Losing Trade | -9436 | -8449 | -9436 | -65450 | -65450 | -63561 |
Avg Bars in Trades | 109 | 110 | 108 | 109 | 110 | 108 |
Avg Bars in Winners | 164 | 171 | 159 | 164 | 171 | 159 |
Avg Bars in Losers | 74 | 77 | 70 | 74 | 77 | 70 |
Bars Traded | 24759 | 12526 | 12233 | 24759 | 12526 | 12233 |
Profit Streak | 4.6748 | 5.9248 | 0 | 4.6748 | 5.9248 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358731 | 244428 | -6746 | 269470 | 161332 | 169508 |
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{ "first_band": { "type": "swma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 199, "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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