Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68752.9497 | 41450.2943 | 27302.6554 | 61456.2688 | 48068.6545 | 13387.6143 |
Total P&L (%) | 68.753 | 41.4503 | 27.3027 | 61.4563 | 48.0687 | 13.3876 |
Avg Daily Profit (%) | 0.4949 | 0.2984 | 0.1965 | 0.3455 | 0.283 | 0.0905 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36325 | -23981 | -39234 | -44466 | -23656 | -46340 |
Profit Factor | 1.4356 | 1.6276 | 1.2975 | 1.3401 | 1.6899 | 1.1206 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 69.3182 | 68.1818 | 70.4545 | 69.3182 | 68.1818 | 70.4545 |
Ratio Avg Win / Avg Loss | 0.6354 | 0.7596 | 0.5441 | 0.5931 | 0.7886 | 0.4699 |
Largest Winning Trade | 13708 | 13708 | 12357 | 17185 | 17185 | 12042 |
Largest Losing Trade | -31105 | -14602 | -31105 | -36842 | -14389 | -36842 |
Avg Bars in Trades | 147 | 144 | 151 | 147 | 144 | 151 |
Avg Bars in Winners | 103 | 114 | 93 | 103 | 114 | 93 |
Avg Bars in Losers | 247 | 208 | 289 | 247 | 208 | 289 |
Bars Traded | 12993 | 6347 | 6645 | 12993 | 6347 | 6645 |
Profit Streak | 136.4869 | 136.4869 | 147.4452 | 136.4869 | 136.4869 | 147.4452 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414032 | 283548 | 180538 | 329505 | 304303 | -219740 |
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{ "first_band": { "type": "swma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 245, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 245, "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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