Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 806174.3047 | 681262.9418 | 124911.363 | 661361.5021 | -460852.8126 | 1122214.3148 |
Total P&L (%) | 806.1743 | 681.2629 | 124.9114 | 661.3615 | -460.8528 | 1122.2143 |
Avg Daily Profit (%) | 0.4366 | 0.369 | 0.0677 | 0.11 | 0 | 0.1357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127020 | -95666 | -72410 | -1748639 | -1339235 | -1059059 |
Profit Factor | 2.571 | 3.4718 | 1.5259 | 1.1149 | 0.8584 | 1.4488 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 41.1765 | 34.8837 | 47.619 | 41.1765 | 34.8837 | 47.619 |
Ratio Avg Win / Avg Loss | 3.6729 | 6.4806 | 1.6785 | 1.5927 | 1.6024 | 1.5937 |
Largest Winning Trade | 663617 | 663617 | 64145 | 757403 | 757403 | 646663 |
Largest Losing Trade | -33946 | -33946 | -29032 | -529916 | -405310 | -529916 |
Avg Bars in Trades | 126 | 106 | 147 | 126 | 106 | 147 |
Avg Bars in Winners | 238 | 213 | 256 | 238 | 213 | 256 |
Avg Bars in Losers | 48 | 48 | 48 | 48 | 48 | 48 |
Bars Traded | 10750 | 4560 | 6190 | 10750 | 4560 | 6190 |
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 | 423298 | 370613 | -100908 | -141936 | -583827 | -10271 |
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{ "first_band": { "type": "swma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 30, "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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