Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278393.1334 | 194391.5294 | 84001.604 | 598354.158 | 387704.0112 | 210650.1468 |
Total P&L (%) | 278.3931 | 194.3915 | 84.0016 | 598.3542 | 387.704 | 210.6501 |
Avg Daily Profit (%) | 0.5345 | 0.3732 | 0.1613 | 0.3739 | 0.3047 | 0.2179 |
Buy And Hold Return (%) | 23.7233 | 23.7233 | 23.7233 | 23.7233 | 23.7233 | 23.7233 |
Max Trade Drawdown | -81418 | -50001 | -54322 | -181112 | -164024 | -135296 |
Profit Factor | 1.5003 | 1.7774 | 1.2741 | 1.4138 | 1.6062 | 1.2612 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 127 | 66 | 61 | 127 | 66 | 61 |
Losing Trades | 147 | 71 | 76 | 147 | 71 | 76 |
Profitability (%) | 46.3504 | 48.1752 | 44.5255 | 46.3504 | 48.1752 | 44.5255 |
Ratio Avg Win / Avg Loss | 1.7365 | 1.9121 | 1.5874 | 1.6364 | 1.7279 | 1.5713 |
Largest Winning Trade | 81150 | 81150 | 21367 | 105594 | 105594 | 68949 |
Largest Losing Trade | -21278 | -21278 | -17588 | -78723 | -39876 | -78723 |
Avg Bars in Trades | 90 | 92 | 88 | 90 | 92 | 88 |
Avg Bars in Winners | 117 | 120 | 114 | 117 | 120 | 114 |
Avg Bars in Losers | 66 | 66 | 67 | 66 | 66 | 67 |
Bars Traded | 24716 | 12634 | 12082 | 24716 | 12634 | 12082 |
Profit Streak | 4.557 | 5.932 | 0 | 4.557 | 5.932 | 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 | 455208 | 421257 | 101084 | 401748 | 388272 | 210342 |
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{ "first_band": { "type": "swma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 220, "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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