Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 936345.6516 | 878067.948 | 58277.7036 | 671797.3148 | 297390.4689 | 374406.8458 |
Total P&L (%) | 936.3457 | 878.0679 | 58.2777 | 671.7973 | 297.3905 | 374.4068 |
Avg Daily Profit (%) | 0.4496 | 0.4216 | 0.028 | 0.0982 | 0.0663 | 0.0748 |
Buy And Hold Return (%) | 88.3629 | 88.3629 | 88.3629 | 88.3629 | 88.3629 | 88.3629 |
Max Trade Drawdown | -120529 | -91068 | -129362 | -2167871 | -1169649 | -1759536 |
Profit Factor | 1.9054 | 2.8075 | 1.1063 | 1.079 | 1.0703 | 1.0876 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Profitability (%) | 42.7632 | 36.8421 | 48.6842 | 42.7632 | 36.8421 | 48.6842 |
Ratio Avg Win / Avg Loss | 2.5503 | 4.8128 | 1.1661 | 1.4441 | 1.8347 | 1.1463 |
Largest Winning Trade | 332731 | 332731 | 67959 | 1138184 | 1138184 | 437531 |
Largest Losing Trade | -53978 | -53978 | -50008 | -719379 | -327364 | -719379 |
Avg Bars in Trades | 160 | 152 | 169 | 160 | 152 | 169 |
Avg Bars in Winners | 230 | 236 | 226 | 230 | 236 | 226 |
Avg Bars in Losers | 108 | 103 | 115 | 108 | 103 | 115 |
Bars Traded | 24468 | 11590 | 12878 | 24468 | 11590 | 12878 |
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 | 423761 | -39284 | -474875 | -197176 | -303918 | -269282 |
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{ "first_band": { "type": "swma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 166, "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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