Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411467.4499 | 319847.4258 | 91620.0241 | 507640.6405 | 61628.0333 | 446012.6072 |
Total P&L (%) | 411.4675 | 319.8474 | 91.62 | 507.6406 | 61.628 | 446.0126 |
Avg Daily Profit (%) | 0.2082 | 0.1618 | 0.0463 | 0.0913 | 0.0243 | 0.0859 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79011 | -97037 | -123960 | -748297 | -796195 | -477543 |
Profit Factor | 1.8342 | 2.3137 | 1.3668 | 1.19 | 1.0363 | 1.4571 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 54.7619 | 59.5238 | 50 | 54.7619 | 59.5238 | 50 |
Ratio Avg Win / Avg Loss | 1.5152 | 1.5733 | 1.3668 | 0.983 | 0.7047 | 1.4571 |
Largest Winning Trade | 129273 | 129273 | 65323 | 438675 | 307086 | 438675 |
Largest Losing Trade | -41729 | -41729 | -27644 | -463295 | -463295 | -147321 |
Avg Bars in Trades | 91 | 81 | 101 | 91 | 81 | 101 |
Avg Bars in Winners | 125 | 101 | 154 | 125 | 101 | 154 |
Avg Bars in Losers | 49 | 51 | 48 | 49 | 51 | 48 |
Bars Traded | 7674 | 3408 | 4266 | 7674 | 3408 | 4266 |
Profit Streak | 0 | 0 | 667.1646 | 0 | 0 | 667.1646 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432465 | 467212 | -129124 | -83001 | -341927 | -75825 |
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{ "first_band": { "type": "swma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 138, "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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