Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836503.5862 | 784270.4159 | 52233.1703 | 954725.4979 | 637696.5287 | 317028.9691 |
Total P&L (%) | 836.5036 | 784.2704 | 52.2332 | 954.7255 | 637.6965 | 317.029 |
Avg Daily Profit (%) | 0.4603 | 0.4316 | 0.0287 | 0.1297 | 0.11 | 0.0786 |
Buy And Hold Return (%) | 240.7621 | 240.7621 | 240.7621 | 240.7621 | 240.7621 | 240.7621 |
Max Trade Drawdown | -99765 | -79593 | -49897 | -2646797 | -2062563 | -817224 |
Profit Factor | 2.7164 | 3.6745 | 1.2691 | 1.1871 | 1.1954 | 1.1723 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 40.678 | 44.8276 | 36.6667 | 40.678 | 44.8276 | 36.6667 |
Ratio Avg Win / Avg Loss | 3.9614 | 4.5225 | 2.192 | 1.7312 | 1.4713 | 2.0248 |
Largest Winning Trade | 495005 | 495005 | 65165 | 1098094 | 1098094 | 665520 |
Largest Losing Trade | -44955 | -44955 | -22213 | -1281313 | -1281313 | -401618 |
Avg Bars in Trades | 88 | 81 | 94 | 88 | 81 | 94 |
Avg Bars in Winners | 140 | 123 | 161 | 140 | 123 | 161 |
Avg Bars in Losers | 52 | 48 | 55 | 52 | 48 | 55 |
Bars Traded | 5205 | 2371 | 2834 | 5205 | 2371 | 2834 |
Profit Streak | 0 | 59.4725 | 0 | 0 | 59.4725 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170647 | 448243 | -324488 | -218721 | -56176 | -190385 |
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{ "first_band": { "type": "swma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 54, "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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