Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197449.0892 | 126486.7759 | 70962.3133 | 345429.1306 | 199763.6342 | 145665.4964 |
Total P&L (%) | 197.4491 | 126.4868 | 70.9623 | 345.4291 | 199.7636 | 145.6655 |
Avg Daily Profit (%) | 0.7414 | 0.475 | 0.2665 | 0.5625 | 0.4131 | 0.3381 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24627 | -36876 | -23861 | -51270 | -69150 | -40197 |
Profit Factor | 2.1036 | 2.1386 | 2.0464 | 2.1823 | 2.0658 | 2.3906 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 45.4545 | 42.8571 | 48 | 45.4545 | 42.8571 | 48 |
Ratio Avg Win / Avg Loss | 2.5244 | 2.8515 | 2.2169 | 2.6187 | 2.7544 | 2.5898 |
Largest Winning Trade | 74657 | 74657 | 19001 | 170064 | 170064 | 57227 |
Largest Losing Trade | -11939 | -11939 | -10502 | -33549 | -33549 | -11519 |
Avg Bars in Trades | 125 | 178 | 73 | 125 | 178 | 73 |
Avg Bars in Winners | 188 | 270 | 116 | 188 | 270 | 116 |
Avg Bars in Losers | 72 | 108 | 32 | 72 | 108 | 32 |
Bars Traded | 12389 | 8731 | 3658 | 12389 | 8731 | 3658 |
Profit Streak | 273.5372 | 273.5372 | 277.2038 | 273.5372 | 273.5372 | 277.2038 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529847 | 380499 | -169161 | 480262 | 356405 | -167885 |
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{ "first_band": { "type": "swma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 35, "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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