Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1322649.549 | 1413689.6482 | -91040.0992 | 567075.6187 | -575564.9059 | 1142640.5247 |
Total P&L (%) | 1322.6495 | 1413.6896 | -91.0401 | 567.0756 | -575.5649 | 1142.6405 |
Avg Daily Profit (%) | 0.7083 | 0.7571 | -0.0488 | 0.1017 | 0 | 0.135 |
Buy And Hold Return (%) | 535.7796 | 535.7796 | 535.7796 | 535.7796 | 535.7796 | 535.7796 |
Max Trade Drawdown | -253784 | -112856 | -281617 | -3638894 | -2039217 | -2227051 |
Profit Factor | 2.5867 | 5.3096 | 0.8199 | 1.0818 | 0.833 | 1.328 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 59 | 25 | 34 | 57 | 23 | 34 |
Losing Trades | 39 | 24 | 15 | 41 | 26 | 15 |
Profitability (%) | 60.2041 | 51.0204 | 69.3878 | 58.1633 | 46.9388 | 69.3878 |
Ratio Avg Win / Avg Loss | 1.7099 | 5.0972 | 0.3617 | 0.7782 | 0.9417 | 0.5859 |
Largest Winning Trade | 1162869 | 1162869 | 36748 | 1947698 | 1144150 | 1947698 |
Largest Losing Trade | -176744 | -33026 | -176744 | -2130403 | -564464 | -2130403 |
Avg Bars in Trades | 73 | 76 | 69 | 73 | 76 | 69 |
Avg Bars in Winners | 86 | 95 | 80 | 85 | 89 | 82 |
Avg Bars in Losers | 52 | 56 | 46 | 56 | 65 | 40 |
Bars Traded | 7177 | 3752 | 3424 | 7177 | 3752 | 3424 |
Profit Streak | 0 | 72.1581 | 0 | 0 | 72.1581 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544834 | 669034 | -578168 | -335288 | -580905 | -17144 |
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{ "first_band": { "type": "swma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 181, "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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