Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369235.1414 | 234420.5365 | 134814.6049 | 80327.4003 | 93545.9663 | -13218.566 |
Total P&L (%) | 369.2351 | 234.4205 | 134.8146 | 80.3274 | 93.546 | -13.2186 |
Avg Daily Profit (%) | 0.2318 | 0.1471 | 0.0846 | 0.037 | 0.0415 | -0.0089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97202 | -94620 | -115428 | -112750 | -65462 | -147340 |
Profit Factor | 1.761 | 2.0428 | 1.5177 | 1.168 | 1.5124 | 0.9553 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 65.4321 | 57.5 | 73.1707 | 65.4321 | 57.5 | 73.1707 |
Ratio Avg Win / Avg Loss | 0.9303 | 1.5099 | 0.5565 | 0.6171 | 1.1178 | 0.3503 |
Largest Winning Trade | 106590 | 106590 | 38558 | 51618 | 48409 | 51618 |
Largest Losing Trade | -83877 | -58326 | -83877 | -88552 | -35659 | -88552 |
Avg Bars in Trades | 75 | 82 | 69 | 75 | 82 | 69 |
Avg Bars in Winners | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Losers | 111 | 120 | 98 | 111 | 120 | 98 |
Bars Traded | 6141 | 3307 | 2834 | 6141 | 3307 | 2834 |
Profit Streak | 83.3359 | 83.3359 | 112.5859 | 83.3359 | 83.3359 | 112.5859 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4089 | 331822 | -75845 | -193354 | -134189 | -576385 |
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{ "first_band": { "type": "swma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 155, "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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