Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1668583.4401 | 1591424.4875 | 77158.9525 | 5201840.0094 | 2069077.9429 | 3132762.0665 |
Total P&L (%) | 1668.5834 | 1591.4245 | 77.159 | 5201.84 | 2069.0779 | 3132.7621 |
Avg Daily Profit (%) | 0.7072 | 0.6745 | 0.0327 | 0.1684 | 0.1305 | 0.1474 |
Buy And Hold Return (%) | 630.1956 | 630.1956 | 630.1956 | 630.1956 | 630.1956 | 630.1956 |
Max Trade Drawdown | -103459 | -91780 | -48036 | -4487947 | -3685578 | -2209484 |
Profit Factor | 4.686 | 7.6727 | 1.3602 | 1.3632 | 1.2518 | 1.5132 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 37.7049 | 33.3333 | 41.9355 | 37.7049 | 33.3333 | 41.9355 |
Ratio Avg Win / Avg Loss | 7.7421 | 15.3455 | 1.8834 | 2.2523 | 2.5036 | 2.0953 |
Largest Winning Trade | 1253977 | 1253977 | 62383 | 3270089 | 3270089 | 2800067 |
Largest Losing Trade | -34224 | -23707 | -34224 | -1370712 | -1205528 | -1370712 |
Avg Bars in Trades | 148 | 140 | 156 | 148 | 140 | 156 |
Avg Bars in Winners | 252 | 271 | 238 | 252 | 271 | 238 |
Avg Bars in Losers | 85 | 75 | 96 | 85 | 75 | 96 |
Bars Traded | 9074 | 4227 | 4847 | 9074 | 4227 | 4847 |
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 | -154545 | 380135 | -316595 | -161709 | -26892 | 77040 |
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{ "first_band": { "type": "swma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 173, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 173, "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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