Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591014.0476 | 474044.5287 | 116969.5189 | 824273.968 | 252155.6759 | 572118.2921 |
Total P&L (%) | 591.014 | 474.0445 | 116.9695 | 824.274 | 252.1557 | 572.1183 |
Avg Daily Profit (%) | 0.2442 | 0.1959 | 0.0483 | 0.0919 | 0.052 | 0.0788 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123691 | -83010 | -235838 | -1416357 | -1378284 | -760338 |
Profit Factor | 1.2507 | 1.4111 | 1.0971 | 1.0575 | 1.0346 | 1.0813 |
Total Trades | 979 | 490 | 489 | 979 | 490 | 489 |
Winning Trades | 340 | 173 | 167 | 340 | 173 | 167 |
Losing Trades | 639 | 317 | 322 | 639 | 317 | 322 |
Profitability (%) | 34.7293 | 35.3061 | 34.1513 | 34.7293 | 35.3061 | 34.1513 |
Ratio Avg Win / Avg Loss | 2.3506 | 2.5856 | 2.1154 | 1.9875 | 1.8957 | 2.0848 |
Largest Winning Trade | 121921 | 121921 | 40404 | 482856 | 482856 | 354211 |
Largest Losing Trade | -22348 | -22348 | -21697 | -287883 | -287883 | -153602 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 27 | 26 | 27 | 27 | 26 | 27 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 14423 | 7225 | 7198 | 14423 | 7225 | 7198 |
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 | 315407 | 217014 | -244818 | -226520 | -308247 | -221287 |
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{ "first_band": { "type": "swma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 82, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 82, "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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