Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1009545.5315 | 884414.8262 | 125130.7052 | 8982498.0481 | 1419248.6817 | 7563249.3664 |
Total P&L (%) | 1009.5455 | 884.4148 | 125.1307 | 8982.498 | 1419.2487 | 7563.2494 |
Avg Daily Profit (%) | 0.4846 | 0.4246 | 0.0601 | 0.2167 | 0.1307 | 0.2085 |
Buy And Hold Return (%) | 460.2405 | 460.2405 | 460.2405 | 460.2405 | 460.2405 | 460.2405 |
Max Trade Drawdown | -116272 | -98791 | -61148 | -9786445 | -6823994 | -3982027 |
Profit Factor | 2.5866 | 3.6914 | 1.4067 | 1.2449 | 1.0646 | 1.5148 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 45.8333 | 43.3333 | 48.3333 | 45.8333 | 43.3333 | 48.3333 |
Ratio Avg Win / Avg Loss | 3.0568 | 4.8272 | 1.5037 | 1.4713 | 1.3921 | 1.6193 |
Largest Winning Trade | 281489 | 281489 | 61848 | 6381706 | 6381706 | 4430641 |
Largest Losing Trade | -45106 | -28318 | -45106 | -2937351 | -2937351 | -2345497 |
Avg Bars in Trades | 203 | 193 | 213 | 203 | 193 | 213 |
Avg Bars in Winners | 287 | 294 | 281 | 287 | 294 | 281 |
Avg Bars in Losers | 132 | 116 | 149 | 132 | 116 | 149 |
Bars Traded | 24406 | 11610 | 12796 | 24406 | 11610 | 12796 |
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 | 306068 | -162391 | -446476 | 238522 | -342459 | -159210 |
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{ "first_band": { "type": "swma", "factors": { "length": 173, "offset": 214 } }, "second_band": { "type": "pwma", "factors": { "length": 187, "offset": 0 } } }
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# | 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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