Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2026299.505 | 1967368.379 | 58931.126 | 2823294.5308 | 1424209.1648 | 1399085.366 |
Total P&L (%) | 2026.2995 | 1967.3684 | 58.9311 | 2823.2945 | 1424.2092 | 1399.0854 |
Avg Daily Profit (%) | 1.0852 | 1.0537 | 0.0316 | 0.1809 | 0.146 | 0.1451 |
Buy And Hold Return (%) | 534.4064 | 534.4064 | 534.4064 | 534.4064 | 534.4064 | 534.4064 |
Max Trade Drawdown | -110341 | -158032 | -61940 | -5197239 | -6296779 | -1658032 |
Profit Factor | 4.8771 | 7.1578 | 1.2901 | 1.2065 | 1.1591 | 1.2965 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 42.1053 | 36.8421 | 47.3684 | 42.1053 | 36.8421 | 47.3684 |
Ratio Avg Win / Avg Loss | 6.7061 | 12.2705 | 1.4335 | 1.6589 | 1.987 | 1.4405 |
Largest Winning Trade | 1526986 | 1526986 | 55367 | 5079557 | 5079557 | 1324883 |
Largest Losing Trade | -29711 | -29711 | -24668 | -1317215 | -1317215 | -938797 |
Avg Bars in Trades | 142 | 129 | 154 | 142 | 129 | 154 |
Avg Bars in Winners | 202 | 207 | 198 | 202 | 207 | 198 |
Avg Bars in Losers | 98 | 85 | 114 | 98 | 85 | 114 |
Bars Traded | 10808 | 4939 | 5869 | 10808 | 4939 | 5869 |
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 | -38136 | 514982 | -317488 | -49494 | -50660 | -3311 |
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{ "first_band": { "type": "swma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 95, "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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