Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1435921.9785 | 1380039.4461 | 55882.5324 | 23321255.6267 | 20060351.9565 | 3260903.6702 |
Total P&L (%) | 1435.922 | 1380.0394 | 55.8825 | 23321.2556 | 20060.352 | 3260.9037 |
Avg Daily Profit (%) | 0.7703 | 0.7404 | 0.03 | 0.2931 | 0.2851 | 0.1887 |
Buy And Hold Return (%) | 7784.245 | 7784.245 | 7784.245 | 7784.245 | 7784.245 | 7784.245 |
Max Trade Drawdown | -131803 | -85460 | -88281 | -6538795 | -5034332 | -4946086 |
Profit Factor | 4.5512 | 8.1661 | 1.2639 | 1.9673 | 2.7193 | 1.2621 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 58.4615 | 62.5 | 54.5455 | 58.4615 | 62.5 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.2338 | 4.8996 | 1.0532 | 1.3978 | 1.6316 | 1.0517 |
Largest Winning Trade | 528173 | 528173 | 66878 | 6986834 | 6986834 | 5729809 |
Largest Losing Trade | -56862 | -56862 | -35412 | -5034332 | -5034332 | -2517812 |
Avg Bars in Trades | 55 | 57 | 53 | 55 | 57 | 53 |
Avg Bars in Winners | 72 | 79 | 65 | 72 | 79 | 65 |
Avg Bars in Losers | 31 | 20 | 39 | 31 | 20 | 39 |
Bars Traded | 3600 | 1825 | 1775 | 3600 | 1825 | 1775 |
Profit Streak | 0 | 220.4602 | 0 | 0 | 220.4602 | 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 | -280302 | -142030 | -318183 | -126557 | 469026 | -157419 |
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{ "first_band": { "type": "swma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 57, "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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