Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1516048.6176 | 1484003.007 | 32045.6106 | 252866.8415 | 728612.2767 | -475745.4351 |
Total P&L (%) | 1516.0486 | 1484.003 | 32.0456 | 252.8668 | 728.6123 | -475.7454 |
Avg Daily Profit (%) | 0.8174 | 0.8001 | 0.0173 | 0.068 | 0.1141 | 0 |
Buy And Hold Return (%) | 70.5957 | 70.5957 | 70.5957 | 70.5957 | 70.5957 | 70.5957 |
Max Trade Drawdown | -137708 | -100545 | -89039 | -1383002 | -725812 | -857945 |
Profit Factor | 3.853 | 6.6091 | 1.1201 | 1.0811 | 1.5043 | 0.7157 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 36.3636 | 30.7692 | 42.1053 | 36.3636 | 30.7692 | 42.1053 |
Ratio Avg Win / Avg Loss | 6.7427 | 14.8704 | 1.5401 | 1.8919 | 3.3847 | 0.984 |
Largest Winning Trade | 1515946 | 1515946 | 66048 | 1461687 | 1461687 | 336422 |
Largest Losing Trade | -40726 | -40726 | -33073 | -349955 | -310020 | -349955 |
Avg Bars in Trades | 139 | 133 | 146 | 139 | 133 | 146 |
Avg Bars in Winners | 229 | 247 | 215 | 229 | 247 | 215 |
Avg Bars in Losers | 88 | 82 | 95 | 88 | 82 | 95 |
Bars Traded | 10768 | 5212 | 5556 | 10768 | 5212 | 5556 |
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 | -31445 | 512505 | -425911 | -286515 | -45312 | -583835 |
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{ "first_band": { "type": "swma", "factors": { "length": 102, "offset": 73 } }, "second_band": { "type": "wma", "factors": { "length": 250, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 102, "offset": 73 } }, "second_band": { "type": "wma", "factors": { "length": 250, "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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