Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479536.3267 | 475117.7466 | 4418.5802 | 38812.911 | 740293.4114 | -701480.5003 |
Total P&L (%) | 479.5363 | 475.1177 | 4.4186 | 38.8129 | 740.2934 | -701.4805 |
Avg Daily Profit (%) | 0.2651 | 0.2627 | 0.0024 | 0.0181 | 0.1178 | 0 |
Buy And Hold Return (%) | 179.8278 | 179.8278 | 179.8278 | 179.8278 | 179.8278 | 179.8278 |
Max Trade Drawdown | -162108 | -111360 | -146731 | -1087729 | -685663 | -871533 |
Profit Factor | 1.7084 | 2.3912 | 1.0132 | 1.016 | 1.663 | 0.4638 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Losing Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Profitability (%) | 48.9796 | 55.102 | 42.8571 | 48.9796 | 55.102 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.7796 | 1.9484 | 1.3509 | 1.0583 | 1.3551 | 0.6183 |
Largest Winning Trade | 300692 | 300692 | 57375 | 909242 | 909242 | 82924 |
Largest Losing Trade | -52487 | -52487 | -44839 | -421296 | -421296 | -251837 |
Avg Bars in Trades | 50 | 68 | 32 | 50 | 68 | 32 |
Avg Bars in Winners | 63 | 77 | 45 | 63 | 77 | 45 |
Avg Bars in Losers | 37 | 57 | 22 | 37 | 57 | 22 |
Bars Traded | 4941 | 3345 | 1596 | 4941 | 3345 | 1596 |
Profit Streak | 0 | 0 | 67.3991 | 0 | 0 | 67.3991 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 283394 | 361455 | -563072 | -537460 | -34702 | -582489 |
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{ "first_band": { "type": "swma", "factors": { "length": 10, "offset": 157 } }, "second_band": { "type": "dcm", "factors": { "length": 236, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 10, "offset": 157 } }, "second_band": { "type": "dcm", "factors": { "length": 236, "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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