Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1171187.9802 | 1011183.8931 | 160004.0871 | 7038123.5444 | 4224300.1829 | 2813823.3616 |
Total P&L (%) | 1171.188 | 1011.1839 | 160.0041 | 7038.1235 | 4224.3002 | 2813.8234 |
Avg Daily Profit (%) | 0.5623 | 0.4855 | 0.0768 | 0.2051 | 0.181 | 0.162 |
Buy And Hold Return (%) | 41.5064 | 41.5064 | 41.5064 | 41.5064 | 41.5064 | 41.5064 |
Max Trade Drawdown | -128030 | -112563 | -177970 | -23991233 | -20573431 | -5082090 |
Profit Factor | 1.9591 | 2.601 | 1.2714 | 1.103 | 1.1061 | 1.0987 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 188 | 96 | 92 | 188 | 96 | 92 |
Profitability (%) | 31.8841 | 30.4348 | 33.3333 | 31.8841 | 30.4348 | 33.3333 |
Ratio Avg Win / Avg Loss | 4.1853 | 5.9452 | 2.5428 | 2.3564 | 2.5282 | 2.1974 |
Largest Winning Trade | 489756 | 489756 | 58113 | 17730041 | 17730041 | 4500762 |
Largest Losing Trade | -25798 | -25798 | -23542 | -4856840 | -4856840 | -3087957 |
Avg Bars in Trades | 89 | 84 | 95 | 89 | 84 | 95 |
Avg Bars in Winners | 193 | 187 | 198 | 193 | 187 | 198 |
Avg Bars in Losers | 41 | 39 | 43 | 41 | 39 | 43 |
Bars Traded | 24717 | 11598 | 13119 | 24717 | 11598 | 13119 |
Profit Streak | 0 | 0 | 22.642 | 0 | 0 | 22.642 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333161 | 275072 | -97829 | -103622 | -102626 | -109258 |
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{ "first_band": { "type": "swma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 13, "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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