Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428378.0612 | 421551.6474 | 6826.4138 | 8419.794 | 172321.8019 | -163902.0079 |
Total P&L (%) | 428.3781 | 421.5516 | 6.8264 | 8.4198 | 172.3218 | -163.902 |
Avg Daily Profit (%) | 0.2168 | 0.2133 | 0.0035 | 0.0041 | 0.0507 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103256 | -161487 | -148971 | -471603 | -432804 | -258882 |
Profit Factor | 1.3871 | 1.7148 | 1.0132 | 1.0047 | 1.182 | 0.807 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 92 | 51 | 41 | 92 | 51 | 41 |
Profitability (%) | 44.2424 | 38.5542 | 50 | 44.2424 | 38.5542 | 50 |
Ratio Avg Win / Avg Loss | 1.7482 | 2.733 | 1.0132 | 1.2662 | 1.8838 | 0.807 |
Largest Winning Trade | 160245 | 160245 | 53407 | 356294 | 356294 | 63634 |
Largest Losing Trade | -47870 | -47870 | -43525 | -205884 | -132714 | -205884 |
Avg Bars in Trades | 70 | 72 | 67 | 70 | 72 | 67 |
Avg Bars in Winners | 99 | 108 | 92 | 99 | 108 | 92 |
Avg Bars in Losers | 47 | 50 | 42 | 47 | 50 | 42 |
Bars Traded | 11574 | 6055 | 5519 | 11574 | 6055 | 5519 |
Profit Streak | 499.8114 | 502.3114 | 0 | 499.8114 | 502.3114 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313260 | 244297 | -564432 | -569290 | -148647 | -585236 |
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{ "first_band": { "type": "swma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 154, "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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